EconPapers    
Economics at your fingertips  
 

Controlling the Stochastic Sensitivity in Nonlinear Discrete-Time Systems with Incomplete Information

Lev Ryashko and Irina Bashkirtseva

Discrete Dynamics in Nature and Society, 2015, vol. 2015, 1-5

Abstract:

For stochastic nonlinear discrete-time system with incomplete information, a problem of the stabilization of equilibrium is considered. Our approach uses a regulator which synthesizes the required stochastic sensitivity. Mathematically, this problem is reduced to the solution of some quadratic matrix equations. A description of attainability sets and algorithms for regulators design is given. The general results are applied to the suppression of unwanted large-amplitude oscillations around the equilibria of the stochastically forced Verhulst model with noisy observations.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/DDNS/2015/658048.pdf (application/pdf)
http://downloads.hindawi.com/journals/DDNS/2015/658048.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:658048

DOI: 10.1155/2015/658048

Access Statistics for this article

More articles in Discrete Dynamics in Nature and Society from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().

 
Page updated 2025-03-19
Handle: RePEc:hin:jnddns:658048