Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion.
Yong RenRathinasamy SakthivelGuozheng SunPublished in: Int. J. Control (2020)
Keyphrases
- brownian motion
- stochastic differential equations
- robust stability
- sufficient conditions
- stochastic process
- differential equations
- optimal control
- diffusion process
- maximum a posteriori estimation
- stochastic processes
- poisson process
- heavy traffic
- vector valued
- queue length
- closed form solutions
- markov chain
- reinforcement learning
- inventory level
- queueing networks
- stochastic model
- fractional brownian motion
- objective function
- learning algorithm