Standard

Continuous-Time Averaged Models of Discrete-Time Stochastic Systems : Survey and Open Problems. / Fradkov, A. L.

2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC). IEEE Canada, 2011. p. 2076-2081 (IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Harvard

Fradkov, AL 2011, Continuous-Time Averaged Models of Discrete-Time Stochastic Systems: Survey and Open Problems. in 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC). IEEE Conference on Decision and Control, IEEE Canada, pp. 2076-2081, 50th IEEE Conference of Decision and Control (CDC)/European Control Conference (ECC), Orlando, 12/12/11.

APA

Fradkov, A. L. (2011). Continuous-Time Averaged Models of Discrete-Time Stochastic Systems: Survey and Open Problems. In 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC) (pp. 2076-2081). (IEEE Conference on Decision and Control). IEEE Canada.

Vancouver

Fradkov AL. Continuous-Time Averaged Models of Discrete-Time Stochastic Systems: Survey and Open Problems. In 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC). IEEE Canada. 2011. p. 2076-2081. (IEEE Conference on Decision and Control).

Author

Fradkov, A. L. / Continuous-Time Averaged Models of Discrete-Time Stochastic Systems : Survey and Open Problems. 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC). IEEE Canada, 2011. pp. 2076-2081 (IEEE Conference on Decision and Control).

BibTeX

@inproceedings{8386aa23ba9f4adaab1b3811ce69a71a,
title = "Continuous-Time Averaged Models of Discrete-Time Stochastic Systems: Survey and Open Problems",
abstract = "A survey of a number of papers devoted to continuous-time modeling of discrete-time stochastic systems is given. It is concluded that, although different approaches to averaged (approximate) models justifying are in use, the procedures of building the averaged (approximate) models are similar in different papers. In addition to the deterministic (ODE) model some stochastic continuous-time models described by SDE are introduced. A new result concerning evaluation of the ODE model accuracy over the infinite time interval under partial stability condition is presented. Applications in adaptation, optimization and control are discussed.",
keywords = "ALGORITHMS, APPROXIMATIONS, CONVERGENCE, DYNAMICS, ERROR",
author = "Fradkov, {A. L.}",
year = "2011",
language = "Английский",
series = "IEEE Conference on Decision and Control",
publisher = "IEEE Canada",
pages = "2076--2081",
booktitle = "2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC)",
address = "Канада",
note = "null ; Conference date: 12-12-2011 Through 15-12-2011",

}

RIS

TY - GEN

T1 - Continuous-Time Averaged Models of Discrete-Time Stochastic Systems

AU - Fradkov, A. L.

PY - 2011

Y1 - 2011

N2 - A survey of a number of papers devoted to continuous-time modeling of discrete-time stochastic systems is given. It is concluded that, although different approaches to averaged (approximate) models justifying are in use, the procedures of building the averaged (approximate) models are similar in different papers. In addition to the deterministic (ODE) model some stochastic continuous-time models described by SDE are introduced. A new result concerning evaluation of the ODE model accuracy over the infinite time interval under partial stability condition is presented. Applications in adaptation, optimization and control are discussed.

AB - A survey of a number of papers devoted to continuous-time modeling of discrete-time stochastic systems is given. It is concluded that, although different approaches to averaged (approximate) models justifying are in use, the procedures of building the averaged (approximate) models are similar in different papers. In addition to the deterministic (ODE) model some stochastic continuous-time models described by SDE are introduced. A new result concerning evaluation of the ODE model accuracy over the infinite time interval under partial stability condition is presented. Applications in adaptation, optimization and control are discussed.

KW - ALGORITHMS

KW - APPROXIMATIONS

KW - CONVERGENCE

KW - DYNAMICS

KW - ERROR

M3 - статья в сборнике материалов конференции

T3 - IEEE Conference on Decision and Control

SP - 2076

EP - 2081

BT - 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC)

PB - IEEE Canada

Y2 - 12 December 2011 through 15 December 2011

ER -

ID: 76605553