Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates
From MaRDI portal
Publication:2792184
DOI10.1080/00207721.2013.871370zbMath1332.93370OpenAlexW2049982801MaRDI QIDQ2792184
Junfeng Zhang, Fu-Bo Zhu, Zheng-zhi Han
Publication date: 8 March 2016
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2013.871370
Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15)
Related Items
Cites Work
- Stabilization and destabilization of hybrid systems of stochastic differential equations
- Stability of stochastic differential equations with Markovian switching
- Stability of a random diffusion with linear drift
- Stability analysis of stochastic differential equations with Markovian switching
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- Stabilization of a class of stochastic differential equations with Markovian switching
- Robust finite-time control for a class of extended stochastic switching systems
- Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation
- Stochastic stability properties of jump linear systems
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- Ergodic Control of Switching Diffusions
- Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
- Output Feedback Regulation of Stochastic Nonlinear Systems With Stochastic iISS Inverse Dynamics
- On Stability of Randomly Switched Nonlinear Systems
- Stochastic Differential Equations with Markovian Switching
- LMI optimization for nonstandard Riccati equations arising in stochastic control
