On stability of systems of differential equations with stochastic structural changes (Q1589159)
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scientific article; zbMATH DE number 1541569
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| English | On stability of systems of differential equations with stochastic structural changes |
scientific article; zbMATH DE number 1541569 |
Statements
On stability of systems of differential equations with stochastic structural changes (English)
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7 December 2000
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A system of stochastic structure with finite number of states is considered. In each structural state, the system is described by an ordinary vector differential equation, and the process of change of structural states is represented by a homogeneous Markov chain with given transition probabilities. The Lyapunov techniques are used to solve the problem of asymptotic mean square stability of the solution \(x=0\). An example of a linear system with two structural states is given.
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system of stochastic structure
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structural states
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Markov chain
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Lyapunov techniques
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vector Lyapunov functions
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asymptotic mean square stability
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exponential stability
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instability
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0.8089541792869568
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0.8053252100944519
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0.801956295967102
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0.7903441786766052
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0.787224292755127
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