Stabilization of diffusion stochastic dynamic information systems with account of external random disturbances

Abstract

Conditions for optimal stabilization of diffusive stochastic dynamic systems with external disturbances have been obtained. The purpose of this work is to find the stabilization conditions of diffusive stochastic dynamic systems with external random disturbances. The research topic is relevant because the results of the work will allow to investigate the stabilization of dynamic stochastic systems of a random structure, which makes it possible in many cases to stabilize an unstable stochastic system when certain conditions are met.