复杂随机系统的生存性问题研究

Viability Decision of Complex Stochastic System

为了刻画复杂随机系统的理性决策,提出了复杂随机系统的生存性及不变性的概念,给出并证明了复杂随机系统的生存性定理及不变性定理.并提出了均方相依锥,生存域与不变域的概念.得到了与文献中的一致的结论.

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. We also give the concepts of mean square contigent cones, viability domain, invariance domain. According to these definitions the conclusions we obtain are identified with those appear in the reference literature.