\(p\)th moment absolute exponential stability of stochastic control system with Markovian switching

DOI10.3934/jimo.2016.12.471zbMath1348.60089OpenAlexW2556906600MaRDI QIDQ747014

Tao Xu, Xin Liu, Yuyun Zhao, Y. Zhang

Publication date: 22 October 2015

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016.12.471

zbMATH Keywords

stochastic differential equationsMarkovian switchingstochastic control systems\(p\)-th moment absolute exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Sample path properties (60G17) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (4)

Sliding mode control for discrete-time descriptor Markovian jump systems with two Markov chains ⋮ \(p\)th moment exponential stability of hybrid stochastic functional differential equations by feedback control based on discrete-time state observations ⋮ Discrete-time feedback stabilization for hybrid neutral stochastic systems ⋮ A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion

Uses Software

• Matlab

Cites Work

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