Viability Decision of Complex Stochastic System

Jinyu Wang, Jun Liu, Dan-juan Bi
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Abstract

The concepts of viability and invariance about complex stochastic system are introduced, theorems of viability and invariance are proposed and proved to characterize rational decision. The concepts of mean square contingent cones, viability domain, invariance domain are also given. According to these definitions the conclusions we obtained are identical with those appeared in the reference literature. The work laid the theoretical foundation of the further study on quality viability attainability decision of complex stochastic system
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复杂随机系统的生存决策
引入了复杂随机系统的生存和不变性的概念,提出并证明了生存和不变性定理来表征理性决策。给出了均方偶然锥、生存域、不变性域的概念。根据这些定义,我们得到的结论与参考文献中出现的结论一致。为进一步研究复杂随机系统的质量生存力可达性决策奠定了理论基础
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