6 июн. 2020 г. · Recently, stochastic Lyapunov functions have been used to prove convergence of recursive algorithms driven by stochastic processes. Convergence ...

The stochastic Lyapunov function is the one element of stochastic stability theory that remains the most consistent across literature. Despite small ...

12 февр. 2019 г. · One of our future research directions is to apply finite-step stochastic Lyapunov functions to the study of stochastic distributed optimization.

Lyapunov approach plays a vital role in addressing the issue of stability in deterministic and random (stochastic) systems. This paper is involved in the ...

The stability theory of stochastic differential equa- tions (SDEs) is a much less mature subject and al- gorithms or general procedures to compute Lyapunov.

This paper is devoted to stability properties of solutions to stochastic differential equations obtained by a stochastic Lyapunov method.

We propose a new procedure for designing approximate stochastic Lyapunov functions (SLFs) for nonlinear Ito stochastic systems.

Stochastic calculus indicates that allowing a Lyapunov candidate function to be non-differentiable at the origin helps its expected value to decrease.

24 мая 2022 г. · We show via novel stochastic Lyapunov arguments how the Lindbladian dynamics of the quantum decision maker can be controlled to converge to a ...

The main claim is introducing the dynamics of stochastic Lyapunov functions following the behaviors of the state variables. The aim is achieved by reconsidering ...