Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains

DOI10.1016/j.sysconle.2019.104514zbMath1425.93260OpenAlexW2970606394MaRDI QIDQ2327410

Xiaoyue Li, George Yin, Rui Wang

Publication date: 14 October 2019

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2019.104514

zbMATH Keywords

invariant measuresingularly perturbed Markov chainmoment boundednesslocal Lipschitz condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

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Cites Work

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• Stability of hybrid dynamic systems containing singularly perturbed random processes
• Numerical approximation of invariant measures for hybrid diffusion systems
• Stochastic Differential Equations with Markovian Switching
• Aggregation of Variables in Dynamic Systems
• On limit results for a class of singularly perturbed switching diffusions

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