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EXPONENTIAL STABILITY OF LARGE-SCALE STOCHASTIC DIFFERENTIAL-EQUATIONS

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UNSPECIFIED (1992) EXPONENTIAL STABILITY OF LARGE-SCALE STOCHASTIC DIFFERENTIAL-EQUATIONS. SYSTEMS & CONTROL LETTERS, 19 (1). pp. 71-81. ISSN 0167-6911

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Abstract

Given a large-scale stochastic system described by a number of subsystems, we introduce the corresponding isolated subsystems. It is shown that the exponential stability of the isolated systems implies the exponential stability of the large-scale system under some hypotheses added on the interconnected terms. We also study a slightly special case where the large-scale system is described in a hierarchical form, i.e., the system consists of several subsystems and each subsystem interacts only with 'lower' subsystems but not with 'higher' subsystems.

Item Type: Journal Article
Subjects: T Technology > TL Motor vehicles. Aeronautics. Astronautics
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Journal or Publication Title: SYSTEMS & CONTROL LETTERS
Publisher: ELSEVIER SCIENCE BV
ISSN: 0167-6911
Date: July 1992
Volume: 19
Number: 1
Number of Pages: 11
Page Range: pp. 71-81
Publication Status: Published
URI: http://wrap.warwick.ac.uk/id/eprint/21928

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