Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems

DOI10.1137/14095251XzbMath1390.34230MaRDI QIDQ2930971

Zhuo Jin, Xiaofeng Zong, Fuke Wu, George Yin

Publication date: 21 November 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

stabilitystabilizationBrownian motionMarkov chainPoisson process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50)

Related Items (36)

Exponential stability of impulsive stochastic differential equations with Markovian switching ⋮ Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control ⋮ The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects ⋮ Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Stability in distribution and stabilization of switching jump diffusions ⋮ Kolmogorov-type systems with regime-switching jump diffusion perturbations ⋮ Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps ⋮ Stochastic consensus of discrete-time second-order multi-agent systems with measurement noises and time delays ⋮ On exponential stability of non-autonomous stochastic differential equations with Markovian switching ⋮ Stochastic leader-following consensus of discrete-time nonlinear multi-agent systems with multiplicative noises ⋮ Inverse optimal control of regime-switching jump diffusions ⋮ Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise ⋮ Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions ⋮ Stability analysis for a class of stochastic delay nonlinear systems driven by \(G\)-Brownian motion ⋮ Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise ⋮ Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump ⋮ Stability of coupled jump diffusions and applications ⋮ Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique ⋮ Consensus Conditions of Continuous-Time Multi-Agent Systems with Additive and Multiplicative Measurement Noises ⋮ Stabilization of complex-valued stochastic coupled systems with multiple time delays and regime-switching jump diffusion via periodically intermittent control ⋮ The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise ⋮ Ginzburg-Landau equations with random switching and impulsive perturbations ⋮ Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps ⋮ Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects ⋮ Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming ⋮ Exponential contraction of switching jump diffusions with a hidden Markov chain ⋮ Recurrence for switching diffusion with past dependent switching and countable state space ⋮ Stability of regime-switching jump diffusion processes ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set ⋮ Razumikhin method to stability of delay coupled systems with hybrid switching diffusions ⋮ High-order moment stabilization for Markov jump systems with attenuation rate ⋮ Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control ⋮ Almost sure stability of hybrid stochastic systems under asynchronous Markovian switching ⋮ Large deviations for multi-scale regime-switching jump diffusion systems ⋮ Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control

This page was built for publication: Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems