The construction of the program control with probability one for stochastic dynamic systems with jumps

Details The construction of the program control with probability one for stochastic dynamic systems with jumps The construction of the program control with probability one for stochastic dynamic systems with jumps

2012-01-14

arxiv.org/abs/1201.3007v1

Mathematics

Dynamical Systems

14 pages, in English

Scientific paper

Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this case the control program is solution of the algebraic system of linear equations. Considered algorithm is based on the first integral theory for stochastic differential equations system.

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