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Registration Number

0315U005015, 0105U002254 , R & D reports

Title

Methods of solution and research of the stability in the sphere of soivjng systems of differential equations with the variable and occazional cefficients

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Методи побудови розв'язків та дослідження стійкості розв'язків системи диференціальних рівнянь зі змінними та випадковими коефіцієнтами

Head

Dzhalladova Irada,

Registration Date

29-01-2015

Organization

Kiev Vadima Getmana National Economic University

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At first constructed Moments equations for different class differential and difference equations with random coefficients and random transform of solutions. There are obtained necessary and enough condition -stability of solutions for this class dynamic system. In this work develop methods of Lyapunov's function for system of non-linear differential and difference equation with right part depending from Semi-Markov process. Constructing Lyapunov's function trough moments equations for stochastic equations. There are obtained equations for synthesis optimal control trough Lyapunov's function for the system linear and non-linear equations with random influence. That equation more generally than Rickety equations in determinant case. There is proved necessary conditions of optimal solutions for the different class dynamical system with random influence. There is solved of different practice problems in sociology, politology, business and stochastic finance Key words: Stochastic operator, Non-Markov process, Markov and Semi-Markov functions, Moments equations, -stability, Lyapunov's function, synthesis of optimal control

Product Description

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2020-04-02