Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations
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Publication:4208311
DOI10.1080/07362999808809555zbMath0920.93039OpenAlexW2001658077MaRDI QIDQ4208311
Publication date: 23 September 1999
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999808809555
stochastic stabilityRiccati equationstabilization of systems by feedbackjump Markov processesinput-output operators
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Related Items (9)
Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. ⋮ On the stability radii of continuous-time infinite Markov jump linear systems ⋮ Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations ⋮ Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence ⋮ Numerical method for stationary distribution of stochastic differential equations with Markovian switching ⋮ Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps ⋮ Detectability, Observability, and Asymptotic Reconstructability of Positive Systems
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