On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions
From MaRDI portal
Publication:3566996
DOI10.1137/080712532zbMath1282.93201MaRDI QIDQ3566996
Publication date: 10 June 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080712532
stabilization; null recurrence; positive recurrence; strong Feller property; regime-switching diffusion; linearizable system
60J05: Discrete-time Markov processes on general state spaces
93D15: Stabilization of systems by feedback
93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory
93E15: Stochastic stability in control theory
60J60: Diffusion processes
Related Items
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes, Regime-switching diffusion processes: strong solutions and strong Feller property, On an optimal extraction problem with regime switching, Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy, Survival and ergodicity of a stochastic microorganism flocculation model with nonlinear response functionals, \textit{Wolbachia} invasion to wild mosquito population in stochastic environment, DYNAMICAL BEHAVIORS OF A CLASS OF STOCHASTIC TUMOR–IMMUNE SYSTEMS, Random periodic solutions for a class of hybrid stochastic differential equations, Hybrid stochastic epidemic SIR models with hidden states, Optimal control of the risk process in a regime-switching environment, Properties of solutions of stochastic differential equations with continuous-state-dependent switching, Longtime behavior of a class of stochastic tumor-immune systems, Variational formula for the stability of regime-switching diffusion processes, A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching, Sustainable harvesting policies under long-run average criteria: near optimality, Invariant measure of a stochastic food-limited population model with regime switching, Recurrence for switching diffusion with past dependent switching and countable state space, On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching, Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk, Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching, Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching, General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment, Permanence and extinction for the stochastic SIR epidemic model, Dynamics of a mean-reverting stochastic volatility equation with regime switching, On invariant probability measures of regime-switching diffusion processes with singular drifts, Certain properties related to well posedness of switching diffusions, The threshold of stochastic tumor-immune model with regime switching, Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space, Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space, Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations
