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| Title: | STABILITY AND OPTIMAL-CONTROL OF STOCHASTIC FUNCTIONAL-DIFFERENTIAL EQUATIONS WITH MEMORY |
| Authors: | GOVINDAN, TE
JOSHI, MC |
| Keywords: | existence |
| Issue Date: | 1992 |
| Publisher: | MARCEL DEKKER INC |
| Citation: | NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 13(3-4), 249-265 |
| Abstract: | The concept of a bounded stochastic integral contractor is utilized to obtain the existence of an optimal stochastic control for a large class of stochastic functional-differential equations with memory. Employing Ito's formula, stochastic global stability in mean [11] is obtained as a by-product. Further, sufficient conditions are given in terms of the Liapunov function for the solution of such nonlinear systems to decay exponentially in mean-square. |
| URI: | http://dx.doi.org/10.1080/01630569208816476
http://dspace.library.iitb.ac.in/xmlui/handle/10054/10022
http://hdl.handle.net/10054/10022 |
| ISSN: | 0163-0563 |
| Appears in Collections: | Article
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