STOCHASTIC_SYSTEMS

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Necessary and sufficient conditions for optimal control of stochastic systems associated with Lvy processes被引量：8
《Science in China(Series F)》2009年第11期1982-1992,共11页MENG QingXin TANG MaoNing 
Supported by the National Natural Science Foundation of China (Grant No. 10325101);the National Basic Research Program of China (GrantNo. 2007CB814904);the Natural Science Foundation of Zhejiang Province (Grant Nos. Y605478, Y606667)
The paper is concerned with a stochastic optimal control problem where the controlled systems are driven by Teugel＇s martingales and an independent multi-dimensional Brownian motion, Necessary and sufficient conditio...
关键词：Teugel＇s martingales maximum principle adjoint equation 
Almost sure convergence of iterative learning control for stochastic systems被引量：6
《Science in China(Series F)》2003年第1期67-79,共13页陈翰馥 
This work was supported by the National Natural Science Foundation of China ;by the Ministry of Science and Technology of China.
This paper proposes an iterative learning control (ILC) algorithm with the purpose of controling the output of a linear stochastic system presented in state space form to track a desired realizable trajectory. It is p...
关键词：iterative learning control stochastic system a.s. convergence TRACKING stochastic approximation. 
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