Robust stability and controllability of stochastic differential delay equations with Markovian switching.

DOI10.1016/j.automatica.2003.10.012zbMath1040.93069MaRDI QIDQ1428118

Xuerong Mao, Chenggui Yuan

Publication date: 14 March 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2003.10.012

zbMATH Keywords

controllability; linear matrix inequalities; robust stability; asymptotic stability; stochastic delay equations; Markovian switching; generalized Ito's formula

Mathematics Subject Classification ID

93B05: Controllability

15A39: Linear inequalities of matrices

93D20: Asymptotic stability in control theory

93D09: Robust stability

93E15: Stochastic stability in control theory

34K50: Stochastic functional-differential equations

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