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We deal with the investigation of L2-stability of the trivial solution to the system of difference equations with coefficients depending on a semi-Markov chain. In our considerations, random transformations of solutions are assumed. Necessary and sufficient conditions for L2-stability of the trivial solution to such systems are obtained. A method is proposed for constructing Lyapunov functions and the conditions for its existence are justified. The dynamic system and methods discussed in the paper are very well suited for use as models for protecting information in cyberspace.
Czasopismo
Rocznik
Tom
Strony
23--37
Opis fizyczny
Bibliogr. 16 poz.
Twórcy
autor
- Kyiv National Economic University named after Vadym Hetman Department of Computer Mathematics and Information Security Kiev 03068, Peremogy 54/1, Ukraine
autor
- University of Białystok Faculty of Mathematics and Informatics K. Ciołkowskiego IM, 15-245 Białystok, Poland
Bibliografia
- [1] V.M. Artemjev, I.E. Kazakov, Handbook on the Theory of Automatic Control, Nauka, Moscow, 1987 [in Russian].
- [2] E. Cinlar, Markov renewal theory, Adv. in Appl. Probab. 2 (1969), 123-187.
- [3] J. Diblik, I. Dzhalladova, M. Michalkova, M. Ruzickova, Modeling of applied problems by stochastic systems and their analysis using the moment equations, Adv. Difference Equ. 2013 (2013), 12 pp.
- [4] J. Diblik, I. Dzhalladova, M. Michalkova, M. Ruzickova, Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty, Abstr. Appl. Anal. 2013 (2013), Art. ID 172847, 11 pp.
- [5] LA. Dzhalladova, Optimization of Stochastic System, KNEU, Kiev, 2005 [in Russian].
- [6] I. Dzhalladova, M. Ruzickova, V. Stoudkova Ruzickova, Stability of the zero solution of nonlinear differential equations under the influence of white noise, Adv. Difference Equ. 2015 (2015), 11 pp.
- [7] I.Ya. Katz, Lyapunov function method in problems of stability and stabilizability problems of random structure systems, UGAPS, Ykaterinburg, 1998 [in Russian].
- [8] V.S. Korolyuk, W. Limnios, Stochastic Systems in Merging Phase Space, London, World Scientific, 2006.
- [9] V.S. Korolyuk, V.V. Korolyuk, Stochastic Models of Systems, Naukova Dumka, Kiev, 1989 [in Russian].
- [10] V.S. Korolyuk, A.F. Turbin, Semi-Markov processes end their applications, Naukova Dumka, Kiev, 1976 [in Russian].
- [11] P. Levy, Systemes Semi-Markoviens a au plus une infinite denombrable d'etats possibles, Proc. Int. Cong. Math., Amsterdam 2 (1954).
- [12] N. Limnios, G. Oprisan, Semi-Markov Processes and Reliability, Boston, Birkhauser, 2001.
- [13] A.M. Lyapunov, General Problem, of the Stability of Motion, Postechizdat, 1950 [in Russian]; Engl. transl. in: Tayor & Francis in London, Washington, DC, 1992.
- [14] M. Ruzickova, I. Dzhalladova, The optimization of solutions of the dynamic systems with random structure, Abstr. Appl. Anal. 2011 (2011), Art. ID 486714, 18 pp.
- [15] M. Ruzickova, I. Dzhalladova, J. Laitochova, J. Diblik, Solution to a stochastic pursuit model using moment equations, Discrete Contin. Dyn. Syst. Ser. B 23 (2018), 473-485.
- [16] W.L. Smith, Regenerative stochastic processes, Proc. Roy. Soc. Edinburgh Sect. A 232, (1955), 6-31.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-ce826b2d-94fc-4b26-a173-0517ab0f59b8