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Viability decision of linear discrete-time stochastic systems with probability criterion
Received:August 17,2007  Revised:June 4,2008
Keywords:Stochastic systems  Decision-making  Probability criterion  Dynamic programming
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Wansheng TANG, Jun ZHENG, Jianxiong ZHANG Institute of Systems Engineering, Tianjin University, Tianjin 300072, China 
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Abstract:
      In this paper, the optimal viability decision problem of linear discrete-time stochastic systems with probability criterion is investigated. Under the condition of sequence-reachable discrete-time dynamic systems, the existence theorem of optimal viability strategy is given and the solving procedure of the optimal strategy is provided based on dynamic programming. A numerical example shows the effectiveness of the proposed methods.
Wansheng TANG, Jun ZHENG, Jianxiong ZHANG.Viability decision of linear discrete-time stochastic systems with probability criterion[J].Journal of Control Theory and Applications,2009,7(3):297~300.
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