Stability and robust stability of singular difference equations with constant coefficient matrices under stochastic perturbations

Time: 14:30 to  16:30 Ngày 10/01/2022

Venue/Location: Trực tiếp và trực tuyến

Speaker: PGS.TS, Đỗ Đức Thuận, Viện Toán ứng dụng và Tin học, Đại học Bách khoa Hà Nội (SAMI-HUST)


In this talk, we shall introduce stochastic singular difference equations (SSDEs). The solvability and stability of SSDEs are difficult to study because of the singularity of the leading coefficient matrix. An index concept is derived and formulas of solution are established for these equations.  The stability of SSDEs is studied by using the method of Lyapunov functions. Finally, the robust stability of SSDEs is considered. Some examples are given to illustrate the results.

Trực tiếp: C101 VIASM

Trực tuyến qua zoom:

Meeting ID: 957 9650 4065

Passcode: 100122