Simple general method to analyse the moment stability and sensitivity of non-linear stochastic systems with or without delay

DOI10.1080/00207728808967591zbMath0641.93066OpenAlexW2017249824MaRDI QIDQ3783188

Guy Jumaric

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808967591

zbMATH Keywords

sensitivitystochastic differential equationsapproximationsmoment stabilityFocker-Planck equation

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15) Diffusion processes (60J60)

Related Items (4)

Towards an approach to stochastic adaptive control using the maximum entropy principle ⋮ Decentralized sensitivity of stochastic composite systems ⋮ A new delay-dependent exponential stability criterion for Itô stochastic systems with Markovian switching and time-varying delay ⋮ Analysis of moment stability and sensitivity of non-linear stochastic distributed systems: a practical approach via a distributed Fokker-Planck equation

Cites Work

• Qualitative analysis of large scale dynamical systems
• Stochastic processes and filtering theory
• Stochastic stability and control
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