Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching

DOI10.3934/mcrf.2015.5.697zbMath1323.34091OpenAlexW2524903333MaRDI QIDQ2356567

George Yin, Fuke Wu, L. Y. Wang

Publication date: 30 July 2015

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2015.5.697

zbMATH Keywords

stationary distributionfunctional differential equationmoment exponential stabilityRazumikhin-type theoremtwo-time-scale Markov chain

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Singular perturbations of functional-differential equations (34K26) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items

Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications ⋮ Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function ⋮ Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay ⋮ Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump ⋮ Mean stability and \(L_1\) performance of a class of two-time-scale Markov jump linear systems

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