On almost sure stability of continuous-time Markov jump linear systems
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Publication:857145
DOI10.1016/j.automatica.2006.02.007zbMath1116.93049OpenAlexW1986277979MaRDI QIDQ857145
Paolo Bolzern, De Nicolao, Giuseppe, Colaneri, Patrizio
Publication date: 14 December 2006
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2006.02.007
Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)
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Cites Work
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- A new general sufficient condition for almost sure stability of jump linear systems
- Discrete-time markovian-jump linear quadratic optimal control
- Stochastic stability properties of jump linear systems
- Almost sure and δmoment stability of jump linear systems
- Stabilization of continuous-time jump linear systems
- On the relationship between the sample path and moment lyapunov exponents for jump linear systems
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