Stability in mean for uncertain differential equation

Canonical process is an uncertain process with stationary and independent normal increments, and the uncertain differential equation is a differential equation driven by canonical process. So far, the concept of stability in measure for uncertain differential equations has been proposed. This paper...

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Veröffentlicht in:	Fuzzy optimization and decision making 2015-09, Vol.14 (3), p.365-379
Hauptverfasser:	Yao, Kai, Ke, Hua, Sheng, Yuhong
Format:	Artikel
Sprache:	eng
Schlagworte:	Artificial Intelligence Calculus Calculus of Variations and Optimal Control Optimization Decision making Differential equations Expected values Fuzzy Fuzzy logic Fuzzy set theory Mathematical Logic and Foundations Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Probability Theory and Stochastic Processes Stability Stochastic models Studies Uncertainty
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Beschreibung
Zusammenfassung:	Canonical process is an uncertain process with stationary and independent normal increments, and the uncertain differential equation is a differential equation driven by canonical process. So far, the concept of stability in measure for uncertain differential equations has been proposed. This paper presents a concept of stability in mean for uncertain differential equations, and it gives a sufficient condition for an uncertain differential equation being stable in mean. In addition, it discusses the relationship between stability in mean and stability in measure.
ISSN:	1568-4539 1573-2908
DOI:	10.1007/s10700-014-9204-2