Mean-square Exponential Input-to-state Euler-Maruyama Method Applied to Stochastic Control Systems

DOI10.3724/SP.J.1004.2010.00406zbMath1240.93309OpenAlexW2031622183MaRDI QIDQ3014216

Qiao Zhu, Li Zeng, Guang-Da Hu

Publication date: 19 July 2011

Published in: Acta Automatica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3724/sp.j.1004.2010.00406

zbMATH Keywords

strong convergenceinput-to-state stabilitystochastic control system

Mathematics Subject Classification ID

Input-output approaches in control theory (93D25) Stochastic systems in control theory (general) (93E03)

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