Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems

DOI10.1081/SAP-120003438zbMath1029.93062OpenAlexW2038141037MaRDI QIDQ4542190

Jack Baczynski, Marcelo Dutra Fragoso

Publication date: 1 August 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120003438

zbMATH Keywords

stochastic stabilitymean square stabilityMarkovian jump parameters

Mathematics Subject Classification ID

Related Items (8)

Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces ⋮ A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations ⋮ Stability analysis for stochastic differential equations with infinite Markovian switchings ⋮ GeneralizedH₂control of the linear system with semi‐Markov jumps ⋮ \(H_\infty\) control for nonlinear infinite Markov jump systems ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise ⋮ On an infinite dimensional perturbed Riccati differential equation arising in stochastic control

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