Stability in impulsive systems with Markov perturbations in averaging scheme. III: Weak convergence of solutions of impulsive systems

DOI10.1007/S10559-011-9326-2zbMath1349.34231OpenAlexW2049187228MaRDI QIDQ464914

Ye. F. Tsarkov, V. K. Yasyns'kyi, Igor V. Malyk

Publication date: 30 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-011-9326-2

zbMATH Keywords

weak convergenceMarkov processaveraging methodItô stochastic differential equationimpulsive systemsstochastic dynamic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Stochastic stability in control theory (93E15) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Convergence of probability measures (60B10)

Related Items (1)

Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching

Cites Work

• Stability in impulsive systems with Markov perturbations in averaging scheme. II. Averaging principle for impulsive Markov systems and stability analysis based on averaged equations
• Stability in impulsive systems with Markov perturbations in averaging scheme. I: Averaging principle for impulsive Markov systems
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Stability of an autonomous dynamic system with fast Markov switching
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