Search

We investigate a problem to solve the linear quadratic tracking problem for stochastic systems controlled by impulses. Two optimal control problems are investigated where the different objective functions are minimized. Explicit formulae for optimal controls are developed. The optimal controllers are computed based on the solution of the backward jump matrix Lyapunov type linear differential equations. [ABSTRACT FROM AUTHOR]

This paper considers nonuniform exponential stability and nonuniform exponential instability concepts for one-sided discrete-time random dynamical systems. These concepts are generalizations from the deterministic case. Using this, characterizations in terms of Lyapunov functions respectively Lyapunov norms are presented. Also, an approach in terms of considered concepts for the inverse and adjoint random discrete-time systems is derived. [ABSTRACT FROM AUTHOR]