Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion.
Liguang XuShuzhi Sam GeHongxiao HuPublished in: Int. J. Control (2019)
Keyphrases
- stability analysis
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- optimal control
- diffusion process
- poisson process
- stochastic processes
- heavy traffic
- maximum a posteriori estimation
- vector valued
- sufficient conditions
- closed form solutions
- queue length
- noise reduction
- dynamical systems
- fractional brownian motion
- closed form
- objective function
- stochastic model
- machine learning
- inventory level
- image processing
- decision making