Stochastic problems of absolute stability

DOI10.1134/S0005117906110051zbMath1195.93142MaRDI QIDQ885769

P. V. Pakshin, Valery A. Ugrinovskii

Publication date: 14 June 2007

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stability of solutions to ordinary differential equations (34D20) Stochastic stability in control theory (93E15)

Related Items (8)

Properties of storage functions and applications to nonlinear stochastic \(H_\infty\) control ⋮ Representation of the bilinear system output by multiple stochastic integrals ⋮ Kalman-Popov-Yakubovich Lemma and the \(S\)-procedure: a historical essay ⋮ Dissipativity of diffusion Itô processes with Markovain switching and problems of robust stabilization ⋮ Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization ⋮ A class of discrete time generalized Riccati equations ⋮ \(p\)th moment absolute exponential stability of stochastic control system with Markovian switching ⋮ On control of stochastic sensitivity

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