Algebraic criterion for stochastic stability of linear systems with parametric action of the white noise type

DOI10.1016/0021-8928(72)90091-3zbMath0256.60033OpenAlexW1509113730MaRDI QIDQ2559101

V. A. Yakubovich, M. V. Levit

Publication date: 1972

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(72)90091-3

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (9)

The stability of stochastically perturbed orbital motions ⋮ Stabilization of linear stochastic systems with state and control dependent perturbations ⋮ A historical essay on the scientific school of V. A. Yakubovich ⋮ Stability of rotation of a deformable spacecraft ⋮ Global stability and dichotomy of a class of nonlinear systems with random parameters ⋮ Stabilization of linear systems with multiplicative perturbations and incomplete information ⋮ Stabilization of a linear stochastic system subjected to White noise - type parametric disturbances ⋮ Mean square stabilisation of complex oscillatory regimes in nonlinear stochastic systems ⋮ Optimum Lyapunov functions

Cites Work

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• Convergence of moments of the Robbins-Monro procedure
• On the stability of systems with random parameters
• Stability of a linear system with random disturbances of its parameters
• Some remarks concerning the stability of a linear stochastic system
• Optimal Discounted Stochastic Control for Diffusion Processes

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