Stability analysis for uncertain differential equation by Lyapunov's second method

DOI10.1007/s10700-020-09336-7zbMath1478.93523OpenAlexW3044378270WikidataQ115383864 ScholiaQ115383864MaRDI QIDQ2052922

Jinwu Gao, Zhiyong Huang, Chunliu Zhu

Publication date: 29 November 2021

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-020-09336-7

zbMATH Keywords

stochastic differential equationasymptotic stabilityLyapunov's second methoduncertain differential equationstability in measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

Stability in measure and asymptotic stability of uncertain nonlinear switched systems with a practical application ⋮ Asymptotic stability in \(p\) th moment of uncertain dynamical systems with time-delays ⋮ Saddle-point equilibrium for Hurwicz model considering zero-sum differential game of uncertain dynamical systems with jump ⋮ Optimal control and non-zero-sum differential game for Hurwicz model considering uncertain dynamic systems with multiple input delays

Cites Work

• Unnamed Item
• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Finite-time stability of uncertain fractional difference equations
• Continuous dependence theorems on solutions of uncertain differential equations
• Outer synchronization of delayed coupled systems on networks without strong connectedness: a hierarchical method
• Almost sure stability for uncertain differential equation
• Uncertain term structure model of interest rate
• Parameter estimation in uncertain differential equations
• Some stability theorems of uncertain differential equation
• The existence of periodic solutions for coupled pantograph Rayleigh system
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
• Stability in inverse distribution for uncertain differential equations
• A METRIC ON UNCERTAIN VARIABLES
• Stochastic integral
• Stochastic Problems in Physics and Astronomy
• Uncertainty theory

This page was built for publication: Stability analysis for uncertain differential equation by Lyapunov's second method