Title :
Viability Decision of Complex Stochastic System
Author :
Wang, Jinyu ; Liu, Jun ; Bi, Dan
Author_Institution :
Dept. of Manage., Shenyang Inst. of Aeronaut. Eng.
Abstract :
The concepts of viability and invariance about complex stochastic system are introduced, theorems of viability and invariance are proposed and proved to characterize rational decision. The concepts of mean square contingent cones, viability domain, invariance domain are also given. According to these definitions the conclusions we obtained are identical with those appeared in the reference literature. The work laid the theoretical foundation of the further study on quality viability attainability decision of complex stochastic system
Keywords :
invariance; stochastic systems; complex stochastic system; invariance domain; invariance theorem; mean square contingent cone; quality viability attainability decision; rational decision; viability decision; viability domain; viability theorem; Aerospace engineering; Bismuth; Constraint theory; Cost function; Differential equations; Engineering management; Kernel; Numerical analysis; Portfolios; Stochastic systems; complex stochastic system; invariance; invariance domain; mean square contingent cones; stochastic Lyaunov function; viability; viability domain;
Conference_Titel :
Control, Automation, Robotics and Vision, 2006. ICARCV '06. 9th International Conference on
Conference_Location :
Singapore
Print_ISBN :
1-4244-0341-3
Electronic_ISBN :
1-4214-042-1
DOI :
10.1109/ICARCV.2006.345117
