On Exponential Stability of Composite Stochastic Control Systems

Fakhreddin Abedi and Wah June Leong

Abstract and Applied Analysis, 2013, vol. 2013, 1-7

Abstract:

New results for exponential stability in probability of a composite stochastic control system are established. The main results of this paper enable us to derive sufficient conditions for exponential stability in -th mean and almost sure exponential stability in probability of composite stochastic control system. Two numerical examples are given to illustrate the results.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:695816

DOI: 10.1155/2013/695816

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