Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
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Publication:4542844
DOI10.1081/SAP-120002421zbMath1136.60335MaRDI QIDQ4542844
Publication date: 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Related Items (36)
\(H^{2}\) optimal control for linear stochastic systems ⋮ Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems ⋮ The LMI approach for stabilizing of linear stochastic systems ⋮ \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems ⋮ \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching ⋮ Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems ⋮ Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise ⋮ Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps ⋮ On a class of rational matrix differential equations arising in stochastic control. ⋮ Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. ⋮ Robust stability and controllability of stochastic differential delay equations with Markovian switching. ⋮ On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise ⋮ Finite time stability of stochastic hybrid systems ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ On the stability radii of continuous-time infinite Markov jump linear systems ⋮ Multiobjective output feedback control of a class of stochastic hybrid systems with state-dependent noise ⋮ Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching ⋮ Optimal time-weightedH2model reduction for Markovian jump systems ⋮ Exponential H ∞ filtering for stochastic Markovian jump systems with time delays ⋮ Robust H∞ fuzzy observer‐based tracking control design for a class of nonlinear stochastic Markovian jump systems ⋮ Delay-range-dependent robust \(H^\infty \) filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters ⋮ Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence ⋮ Almost sure state estimation for nonlinear stochastic systems with Markovian switching ⋮ Numerical method for stationary distribution of stochastic differential equations with Markovian switching ⋮ ℋ∞stabilisation of switched linear stochastic systems under dwell time constraints ⋮ A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise ⋮ Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises ⋮ Stabilizability of a class of stochastic bilinear hybrid systems ⋮ Robust stochastic stability of uncertain discrete-time impulsive Markovian jump delay systems with multiplicative noises ⋮ Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients ⋮ Corrigendum to: ``Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems ⋮ Finite-time stability and stabilization of nonlinear stochastic hybrid systems ⋮ Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models ⋮ Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps
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