论文标题
风险感知稳定性，最终界限和积极的不变性
Risk-Aware Stability, Ultimate Boundedness, and Positive Invariance
论文作者
论文摘要
本文在风险方面介绍了随机系统的稳定性，最终界限和积极不变性的概念。更具体地说，这些概念是根据风险最差的条件价值（CVAR）定义的，该概念量化了对一组可能的不确定性的最坏情况的条件期望超过一定阈值的最坏情况。这些概念使我们能够将注意力集中在动态系统分析和控制器设计中的随机系统的尾巴行为上。此外，使用获得的结果得出了一些事件触发的控制策略，以保证最终的界限和与指定界限的正不变性，并使用数值示例进行了说明。
This paper introduces the notions of stability, ultimate boundedness, and positive invariance for stochastic systems in the view of risk. More specifically, those notions are defined in terms of the worst-case Conditional Value-at-Risk (CVaR), which quantifies the worst-case conditional expectation of losses exceeding a certain threshold over a set of possible uncertainties. Those notions allow us to focus our attention on the tail behavior of stochastic systems in the analysis of dynamical systems and the design of controllers. Furthermore, some event-triggered control strategies that guarantee ultimate boundedness and positive invariance with specified bounds are derived using the obtained results and illustrated using numerical examples.
