In this paper, we address finite time stabilization in probability of discrete-time stochastic dynamical systems. Specifically, a stochastic finite-time ...

Abstract—In this paper, we address finite time stabilization in probability of discrete-time stochastic dynamical systems.

In this section, we develop the notion of finite time stability in probability for discrete-time nonlinear stochastic dynamical systems. The notion of finite ...

In this chapter, we consider the second-order globally nonlinear consensus in a multi-agent system with general directed topology and random interconnection ...

In this paper, we built on the results of Bhat and Bernstein (2000) to address finite time stability for discrete-time autonomous dynamical systems.

In this article, we build on these results to develop a framework for addressing the problem of optimal nonlinear analysis and feedback control for finite-time ...

We also derive the optimal control rules for linear discrete-time systems with stochastic coefficients as well as additive disturbances.

The book is a comprehensive and theoretically sound treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including ...

This work studies Stochastic Optimal Control (SOC) problems where the state evolves in continuous time but observations are available only in discrete time. The ...

by Dimitri P. Bertsekas and Steven E. Shreve. ISBN: 1-886529-03-5. Publication: 1996, 330 pages, softcover. Price: $34.50. EBOOK at Google Play.