Connective stability of large-scale stochastic systems

Abstract

The procedure of decomposition-aggregation analysis reported by Siljak (1973) and Grujic and Siljak (1973) has been used in a study of the connective-stability aspects of large-scale stochastic systems. An investigation is conducted of the tolerance of a system of interconnected deterministic subsystems to both deterministic and stochastic interactions. The connective stability in the mean is considered and the connective property of stability is defined. The defined concept is included in a modification of the comparison theorem described by Ladde (1975). Attention is also given to a derivation of the sufficient conditions for the connective stability in the mean.