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		Wansheng TANG,Jun ZHENG,Jianxiong ZHANG.[en_title][J].Control Theory and Technology,2009,7(3):297~300.[Copy]

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WanshengTANG,JunZHENG,JianxiongZHANG
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Received:August 17, 2007Revised:June 04, 2008

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Viability decision of linear discrete-time stochastic systems with probability criterion

Wansheng TANG, Jun ZHENG, Jianxiong ZHANG

(Institute of Systems Engineering, Tianjin University, Tianjin 300072, China)

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.

Key words: Stochastic systems Decision-making Probability criterion Dynamic programming