Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems

DOI10.1016/j.cnsns.2008.07.014zbMath1221.60106OpenAlexW2040104290MaRDI QIDQ716702

Jian-Qiao Sun

Publication date: 30 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2008.07.014

zbMATH Keywords

time delaystochastic dynamical systemsfinite dimensional Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40) Stochastic functional-differential equations (34K50)

Related Items (2)

Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems ⋮ Algorithms for Linear Stochastic Delay Differential Equations

Cites Work

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• Introduction to the numerical analysis of stochastic delay differential equations
• State controllability and optimal regulator control of time-delayed systems
• Stability and performance of feedback control systems with time delays
• Semi-discretization method for delayed systems
• State feedback stabilization for a class of stochastic time-delay nonlinear systems

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