Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients

DOI10.1239/jap/1053003555zbMath1031.60062OpenAlexW2070608660MaRDI QIDQ4435686

Kenneth J. Hochberg, Efraim Shmerling

Publication date: 17 November 2003

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1053003555

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Random operators and equations (aspects of stochastic analysis) (60H25) Stability of solutions to ordinary differential equations (34D20) Markov renewal processes, semi-Markov processes (60K15) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Stability of stochastic jump-parameter semi-Markov linear systems of differential equations

Cites Work

• Control of linear jump systems in noise
• Parallel computation of the solutions of coupled algebraic Lyapunov equations
• Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
• Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
• Lyapunov matrix equations in system stability and control.

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