Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps (Q545956)

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scientific article; zbMATH DE number 5912626
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Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
scientific article; zbMATH DE number 5912626

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    Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps (English)
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    24 June 2011
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    iteration
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    jump system
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    Lyapunov equation
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    Markov process
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    mean square stability
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    positive operator
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    stochastic system
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