Composite stabilization of singularly perturbed stochastic hybrid systems (Q4955099)
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scientific article; zbMATH DE number 1457686
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| English | Composite stabilization of singularly perturbed stochastic hybrid systems |
scientific article; zbMATH DE number 1457686 |
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Composite stabilization of singularly perturbed stochastic hybrid systems (English)
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12 June 2000
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singularly perturbed stochastic control
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Markovian switching
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0.8433560132980347
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0.8315857648849487
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0.8198564648628235
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0.80914705991745
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0.807167649269104
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The author considers a 2-component singularly perturbed stochastic control system satisfying linear differential equations whose coefficients depend on a finite state Markov chain. Both the slow and fast mode depend linearly on the control function. Thus this is a model of a singularly perturbed linear stochastic system with Markovian switching. The main problem discussed is to find conditions guaranteeing a specific kind of stability. The author describes different types of conditions depending also on the available observations and establishes several stability results for the system. Two examples are given in all details in order to illustrate the main results.
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