Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps (Q545956)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
scientific article

    Statements

    Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    24 June 2011
    0 references
    iteration
    0 references
    jump system
    0 references
    Lyapunov equation
    0 references
    Markov process
    0 references
    mean square stability
    0 references
    positive operator
    0 references
    stochastic system
    0 references
    0 references

    Identifiers