Pages that link to "Item:Q4208311"
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The following pages link to Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations (Q4208311):
Displaying 9 items.
- On the stability radii of continuous-time infinite Markov jump linear systems (Q661014) (← links)
- Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps (Q1275708) (← links)
- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. (Q1413195) (← links)
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. (Q1427725) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations (Q2758166) (← links)
- Detectability, Observability, and Asymptotic Reconstructability of Positive Systems (Q3407639) (← links)
- Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise (Q4542844) (← links)
- Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence (Q4659931) (← links)
