Robust stability and controllability of stochastic differential delay equations with Markovian switching.

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DOI10.1016/j.automatica.2003.10.012zbMath1040.93069OpenAlexW2003043051MaRDI QIDQ1428118

Chenggui Yuan, Xuerong Mao

Publication date: 14 March 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2003.10.012

zbMATH Keywords

controllability linear matrix inequalities robust stability asymptotic stability stochastic delay equations Markovian switching generalized Ito's formula

Mathematics Subject Classification ID

Controllability (93B05) Linear inequalities of matrices (15A39) Asymptotic stability in control theory (93D20) Robust stability (93D09) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50)

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