Stability of stochastic differential equations with Markovian switching
From MaRDI portal
Publication:1593585
DOI10.1016/S0304-4149(98)00070-2zbMath0962.60043MaRDI QIDQ1593585
Publication date: 17 January 2001
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items
Stability of nonlinear stochastic Markov jump system with mode-dependent delays and applications ⋮ Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach ⋮ Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Stability of a stochastic discrete SIS epidemic model with general nonlinear incidence rate ⋮ Asynchronous dissipative stabilization for stochastic Markov-switching neural networks with completely- and incompletely-known transition rates ⋮ Interval stability and interval stabilization of linear stochastic systems with time‐varying delay ⋮ Hybrid asynchronous sliding mode control for hidden Markovian jump systems under optimized design ⋮ A design of fuzzy sliding mode control for Markovian jumping system with different input matrices ⋮ Stochastic stability and stabilization for stochastic differential semi‐Markov jump systems with incremental quadratic constraints ⋮ Sliding mode control for Markovian jump systems subject to randomly occurring injection attacks: handling aperiodic sampling issues ⋮ Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise ⋮ Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching ⋮ Unnamed Item ⋮ Numerical approximation of a stochastic age‐structured population model in a polluted environment with Markovian switching ⋮ Stabilization of a class of stochastic nonlinear systems using a bang‐bang controller ⋮ Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching ⋮ Random periodic solutions for a class of hybrid stochastic differential equations ⋮ Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations ⋮ Attack-tolerant control for Markovian jump systems with stochastic sampling: a sliding mode scheme ⋮ On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay ⋮ Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump ⋮ A multi‐group SEIRI epidemic model with logistic population growth under discrete Markov switching: Extinction, persistence, and positive recurrence ⋮ A stochastic switched SIRS epidemic model with nonlinear incidence and vaccination: Stationary distribution and extinction ⋮ The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching ⋮ On exponential stability in \(p\)th moment of neutral Markov switched stochastic time-delay systems ⋮ Optimal Control of Markov-Modulated Multiclass Many-Server Queues ⋮ Finite‐time stabilization of Markovian switched stochastic high‐order nonlinear systems with inverse dynamics ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Asymptotic stability in distribution of stochastic systems with semi-Markovian switching ⋮ Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching ⋮ Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching ⋮ Exponential H ∞ filtering for stochastic Markovian jump systems with time delays ⋮ Dissipative control for Markov jump non-linear stochastic systems based on T–S fuzzy model ⋮ Robust Stochastic Stability for a Class of Singular Systems with Uncertain Markovian Jump and Time‐Varying Delay ⋮ LMI-based robust \(H^\infty\) control of uncertain linear jump systems with time-delays ⋮ STABILITY IN DISTRIBUTION OF NONLINEAR SYSTEMS WITH TIME-VARYING DELAYS AND SEMI-MARKOVIAN SWITCHING ⋮ Nonsmooth Stabilization of a Class of Markovian Jump Stochastic Nonlinear Systems with Parametric and Dynamic Uncertainties ⋮ Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance ⋮ Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control ⋮ Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations ⋮ $H_{\infty}$ FEEDBACK CONTROLS BASED ON DISCRETE-TIME STATE OBSERVATIONS FOR SINGULAR HYBRID SYSTEMS WITH NONHOMOGENEOUS MARKOVIAN JUMP ⋮ Stabilisation of nonlinear hybrid stochastic systems with time-varying delay by discrete-time feedback controls with a time delay ⋮ A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL ⋮ Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching ⋮ Stochastic stability analysis for neutral-type Markov jump neural networks with additive time-varying delays via a new reciprocally convex combination inequality ⋮ Robust H∞ filtering for finite-time boundedness of Markovian jump system with distributed time-varying delays ⋮ Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise ⋮ Controller design for stochastic Markovian switching systems with time-varying delay and actuator saturation ⋮ Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps ⋮ Finite-timeH∞control for stochastic Markovian jump systems with time-varying delay and generally uncertain transition rates ⋮ Observer design for stochastic one-sided Lipschitz Lur'e differential inclusion system ⋮ Transmission dynamics of a high dimensional rabies epidemic model in a Markovian random environment ⋮ Exponential stability of impulsive stochastic differential equations with Markovian switching ⋮ Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations ⋮ New stability and stabilization conditions for stochastic neural networks of neutral type with Markovian jumping parameters ⋮ Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients ⋮ Robust stabilization of hybrid uncertain stochastic systems with time-varying delay by discrete-time feedback control ⋮ Finite-time unbiased \(H_\infty\) filtering for discrete jump time-delay systems ⋮ Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching ⋮ Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties ⋮ Discrete-time control for highly nonlinear neutral stochastic delay systems ⋮ Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique ⋮ On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions ⋮ Stabilization and destabilization of nonlinear systems via intermittent stochastic noise with application to memristor-based system ⋮ Fault detection filter design for a class of nonlinear Markovian jumping systems with mode-dependent time-varying delays ⋮ Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations ⋮ Markovian switching for near-optimal control of a stochastic SIV epidemic model ⋮ Dynamics of a stochastic predator-prey model with distributed delay and Markovian switching ⋮ Dynamics of a multigroup SIS epidemic model with standard incidence rates and Markovian switching ⋮ Stability analysis for impulsive stochastic delay differential equations with Markovian switching ⋮ Stability of stochastic neural networks of neutral type with Markovian jumping parameters: a delay-fractioning approach ⋮ Stability analysis of random systems with Markovian switching and its application ⋮ Delay-dependent robust fault detection for Markovian jump systems with partly unknown transition rates ⋮ Stabilization for uncertain stochastic T-S fuzzy system driven by Lévy noise ⋮ Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients ⋮ Stability of a class of stochastic nonlinear systems with Markovian switching ⋮ On exponential stability of non-autonomous stochastic differential equations with Markovian switching ⋮ The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems ⋮ Cooperative adaptive fault-tolerant control for multi-agent systems with deception attacks ⋮ Stability of regime-switching stochastic differential equations ⋮ Finite-time cluster synchronization for a class of fuzzy cellular neural networks via non-chattering quantized controllers ⋮ Almost sure exponential stability of hybrid stochastic functional differential equations ⋮ Taylor approximation of stochastic functional differential equations with the Poisson jump ⋮ Stability analysis of stochastic differential equations with Markovian switching ⋮ Analysis of stochastic Nicholson-type delay system under Markovian switching on patches ⋮ Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity ⋮ Stochastic stabilization of hybrid differential equations ⋮ Adaptive sliding mode controller design of Markov jump systems with time-varying actuator faults and partly unknown transition probabilities ⋮ Stability of Markov modulated discrete-time dynamic systems. ⋮ Gain-scheduled worst-case control on nonlinear stochastic systems subject to actuator saturation and unknown information ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ Almost sure stability and stabilization for hybrid stochastic systems with time-varying delays ⋮ Robust reliable \(H_{\infty}\) control for nonlinear stochastic Markovian jump systems ⋮ Stochastic \(\mathcal H_\infty\) finite-time control of discrete-time systems with packet loss ⋮ Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching ⋮ Approximate solutions for a class of doubly perturbed stochastic differential equations ⋮ Asymptotic properties of a stochastic Lotka-Volterra model with infinite delay and regime switching ⋮ Stochastic stability of neutral-type Markovian-jumping BAM neural networks with time varying delays ⋮ Noise-to-state exponential stability of neutral random nonlinear systems ⋮ Exponential passivity conditions on neutral stochastic neural networks with leakage delay and partially unknown transition probabilities in Markovian jump ⋮ Dynamics analysis of stochastic epidemic models with standard incidence ⋮ 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. ⋮ Feller property for a special hybrid jump-diffusion model ⋮ Robust finite-time \(H_\infty\) control for nonlinear Markovian jump systems with time delay under partially known transition probabilities ⋮ Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay ⋮ Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching ⋮ Exponential synchronization of delayed Markovian jump complex networks with generally uncertain transition rates ⋮ Robust control of uncertain semi-Markovian jump systems using sliding mode control method ⋮ Invariant distribution of stochastic Gompertz equation under regime switching ⋮ Exponential stability in mean square of stochastic functional differential equations with infinite delay ⋮ A note on stability of hybrid stochastic differential equations ⋮ Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities ⋮ Convergence of numerical solutions to stochastic differential equations with Markovian switching ⋮ Stabilization and destabilization of hybrid systems by periodic stochastic controls ⋮ Exponential contraction of switching jump diffusions with a hidden Markov chain ⋮ Stability analysis for neutral delay Markovian jump systems with nonlinear perturbations and partially unknown transition rates ⋮ Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings ⋮ Robust adaptive switching control for Markovian jump nonlinear systems via backstepping technique ⋮ Distributed finite-time stochastic control for spatially interconnected Markovian jump systems ⋮ State-feedback stabilization for stochastic high-order nonlinear systems with Markovian switching ⋮ Almost sure state estimation for nonlinear stochastic systems with Markovian switching ⋮ Numerical method for stationary distribution of stochastic differential equations with Markovian switching ⋮ Stability of hybrid stochastic functional differential equations ⋮ Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching ⋮ Stability of a random diffusion with nonlinear drift ⋮ Optimal finite-time passive controller design for uncertain nonlinear Markovian jumping systems ⋮ Robust finite-time \(H_\infty\) control for uncertain discrete jump systems with time delay ⋮ \( \mathcal{H}_\infty\) consensus for nonlinear stochastic multi-agent systems with time delay ⋮ Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances ⋮ Stability of regime-switching processes under perturbation of transition rate matrices ⋮ Fixed-time synchronization of Markovian jump fuzzy cellular neural networks with stochastic disturbance and time-varying delays ⋮ Threshold dynamics and sensitivity analysis of a stochastic semi-Markov switched SIRS epidemic model with nonlinear incidence and vaccination ⋮ Stochastic population dynamics under regime switching. II ⋮ Finite-time stability and stabilization of nonlinear stochastic hybrid systems ⋮ Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching ⋮ Non-fragile observer-based adaptive control of uncertain nonlinear stochastic Markovian jump systems via sliding mode technique ⋮ Stabilization for hybrid stochastic systems by aperiodically intermittent control ⋮ Advances in stabilization of highly nonlinear hybrid delay systems ⋮ Switching controller design for a class of Markovian jump nonlinear systems using stochastic small-gain theorem ⋮ Analysis of a Bailey-Dietz model for vector-borne disease under regime switching ⋮ Dynamical behavior of stochastic Markov switching hepatitis B epidemic model with saturated incidence rate ⋮ \(p\)-moment stability of stochastic differential equations with jumps ⋮ Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching ⋮ Asymptotic properties of parabolic systems for null-recurrent switching diffusions ⋮ Robust peak-to-peak filtering for Markov jump systems ⋮ Guaranteed cost control for Markovian jump systems with uncertain probabilities subject to channel fadings ⋮ Stability for a random evolution equation with Gaussian perturbation ⋮ Adaptive non-fragile sliding mode control for switched semi-Markov jump system with time-delay and attack via reduced-order method ⋮ Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability ⋮ Neural-network-based finite-timeH∞control for extended Markov jump nonlinear systems ⋮ Stochastic population dynamics under regime switching ⋮ Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching ⋮ Stability of regime-switching diffusions ⋮ Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems ⋮ Unbiased \(H_\infty \) filtering for neutral Markov jump systems ⋮ A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching ⋮ p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching ⋮ Stability in distribution of Markov-modulated stochastic differential delay equations with reflection ⋮ Finite-time fault tolerant control of uncertain singular Markovian jump systems with bounded transition probabilities ⋮ Robust resilient H ∞ control for stochastic systems with Markovian jump parameters under partially known transition probabilities ⋮ Asymptotical boundedness and moment exponential stability for stochastic neutral differential equations with time-variable delay and Markovian switching ⋮ \(H_\infty\) leader-following consensus of nonlinear multi-agent systems under semi-Markovian switching topologies with partially unknown transition rates ⋮ Multi-objectiveH∞control for vehicle active suspension systems with random actuator delay ⋮ On \(p\)th moment exponential stability of stochastic differential equations with Markovian switching and time-varying delay ⋮ Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise ⋮ Global attracting set, exponential stability and stability in distribution of SPDEs with jumps ⋮ Finite-time stabilization of switched stochastic nonlinear systems with mixed odd and even powers ⋮ Асимптотична стохастична стійкість стохастичних динамічних систем випадкової структури з постійним запізненням ⋮ Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems ⋮ Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise ⋮ Finite-time synchronization of Markovian jump complex networks with partially unknown transition rates ⋮ Stability of hybrid pantograph stochastic functional differential equations ⋮ Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching ⋮ Asynchronous synchronization of complex networks with switched adjacent matrices ⋮ Fuzzy model-based fault detection for Markov jump systems ⋮ Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions ⋮ Stability analysis of two-sectors stochastic economic growth model ⋮ A Brownian-Markov stochastic model for cart-like wheeled mobile robots ⋮ Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion ⋮ Stabilization of hybrid stochastic systems with time-varying delay by discrete-time state feedback control ⋮ Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions ⋮ Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations ⋮ Linear-quadratic optimal control under non-Markovian switching ⋮ Stabilization for Switched LPV Systems with Markovian Jump Parameters and Its Application ⋮ Asynchronous sliding mode control of continuous-time singular Markov jump systems with time-varying delay under event-triggered strategy ⋮ Successful couplings for diffusion processes with state-dependent switching ⋮ Numerical solution algorithms for stochastic differential systems with switching diffusion ⋮ Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method ⋮ Sliding mode control for Itô stochastic systems with Markovian switching ⋮ A two-tier control architecture for nonlinear process systems with continuous/asynchronous feedback ⋮ Regularity and recurrence of switching diffusions ⋮ A class of discrete time generalized Riccati equations ⋮ Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations ⋮ On input-to-state stability of stochastic nonlinear systems with Markovian jumping parameters ⋮ Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations ⋮ Delay-dependent robust stability of stochastic delay systems with Markovian switching ⋮ Observer‐based finite‐time stabilization for extended Markov jump systems ⋮ Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence ⋮ Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps ⋮ Approximate solutions of stochastic differential delay equations with Markovian switching ⋮ Neutral Stochastic Differential Delay Equations with Markovian Switching ⋮ Partial synchronization in stochastic dynamical networks with switching communication channels ⋮ Stability in distribution of stochastic differential delay equations with Markovian switching ⋮ Delay-dependent stability and \(h_{\infty }\) control of uncertain discrete-time Markovian jump systems with mode-dependent time delays ⋮ Almost Sure Exponential Stabilization of a Class of Uncertain Stochastic Systems with Markovian Switching ⋮ Stabilization of a class of stochastic differential equations with Markovian switching ⋮ Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations ⋮ Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates ⋮ Finite-timeH∞control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity ⋮ Non-fragile robust stabilization andH ∞ control for uncertain stochastic time delay systems with Markovian jump parameters and nonlinear disturbances ⋮ Asymptotic stability of nonlinear hybrid stochastic systems driven by linear discrete time noises ⋮ Robust H ∞ control for stochastic time-delayed Markovian switching systems under partly known transition rates and actuator saturation via anti-windup design ⋮ Finite-time stabilization for positive Markovian jumping neural networks ⋮ Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes ⋮ Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ Stochastic stability for uncertain neutral Markovian jump systems with nonlinear perturbations ⋮ Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings ⋮ Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process ⋮ Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set ⋮ Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays ⋮ Stability of nonlinear asynchronous systems ⋮ Non-fragile finite-time filter design for time-delayed Markovian jumping systems via T-S fuzzy model approach ⋮ Observer-based sliding mode control for stochastic nonlinear Markovian jump systems ⋮ Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays ⋮ Finite-time synchronization of Markovian neural networks with proportional delays and discontinuous activations ⋮ Stability of singularly perturbed nonlinear stochastic hybrid systems ⋮ Stability of random-switching systems of differential equations ⋮ Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions ⋮ Dynamics of a multigroup SIQS epidemic model under regime switching ⋮ Robust finite-time control for a class of extended stochastic switching systems ⋮ On exponential stability for a class of uncertain neutral Markovian jump systems with mode-dependent delays ⋮ On robust stability of singular systems with random abrupt changes ⋮ Unnamed Item ⋮ Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems ⋮ Input-output finite-time stabilization for MJSs with time-varying delay: an observer-based approach ⋮ General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching ⋮ Asymptotic stability in distribution of stochastic differential equations with Markovian switching. ⋮ Almost sure stability of hybrid stochastic systems under asynchronous Markovian switching ⋮ Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates ⋮ Razumikhin method and exponential stability of hybrid stochastic delay interval systems ⋮ State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties ⋮ Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching ⋮ Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching ⋮ Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] ⋮ Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems ⋮ Stability of impulsive stochastic differential equations with Markovian switching ⋮ H∞scheduling control on stochastic neutral systems subject to actuator nonlinearity ⋮ Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching ⋮ Sufficient conditions for non-stability of stochastic differential systems ⋮ Nonfragile robust controller for linear Markovian jumping parameter systems with multiplicative Brownian disturbance ⋮ Stochastic Liénard equations with state-dependent switching ⋮ Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations ⋮ Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay ⋮ \(n\) species impulsive migration model with Markovian switching ⋮ Resilient fault detection observer design of fuzzy Markovian jumping systems with mode-dependent time-varying delays ⋮ Finite-time \(L_1\) control for positive Markovian jump systems with partly known transition rates ⋮ Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method ⋮ Finite-time passivity and passification for stochastic time-delayed Markovian switching systems with partly known transition rates ⋮ On stability and stabilizability of singular stochastic systems with delays ⋮ Input-output finite-time stabilization of Markovian jump systems with convex polytopic switching probabilities ⋮ On existence and uniqueness of random impulsive differential equations ⋮ Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions ⋮ Cooperative relay tracking strategy for multi-agent systems with assistance of Voronoi diagrams ⋮ Ultimate boundedness theorems for impulsive stochastic differential systems with Markovian switching ⋮ Observer-based finite-time \(H_\infty\) control of discrete-time Markovian jump systems ⋮ Stabilization and destabilization of hybrid systems of stochastic differential equations ⋮ Stability of invariant sets of Itô stochastic differential equations with Markovian switching ⋮ Robust adaptive tracking for Markovian jump nonlinear systems with unknown nonlinearities ⋮ On delay-range-dependent stochastic stability conditions of uncertain neutral delay Markovian jump systems ⋮ Resilient \(L_2-L_\infty\) filtering of uncertain Markovian jumping systems within the finite-time interval ⋮ \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching ⋮ Observer-based finite-time control of time-delayed jump systems ⋮ Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions ⋮ Robust \(L_2-l_\infty\) filtering of time-delay jump systems with respect to the finite-time interval ⋮ Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems ⋮ Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations ⋮ Stability analysis of the differential genetic regulatory networks model with time-varying delays and Markovian jumping parameters ⋮ Observer-based \(H_\infty\) control on stochastic nonlinear systems with time-delay and actuator nonlinearity ⋮ Robust finite-time \(H_\infty\) control for Markovian jump systems with partially known transition probabilities ⋮ Robust finite-time fuzzy \(H_\infty\) control for uncertain time-delay systems with stochastic jumps ⋮ A sliding mode approach to robust stabilisation of Markovian jump linear time-delay systems with generally incomplete transition rates ⋮ Stochastic finite-time guaranteed cost control of Markovian jumping singular systems ⋮ Finite-time \(H_\infty\) filtering for singular stochastic systems ⋮ The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth ⋮ Stability of nonlinear regime-switching jump diffusion ⋮ On delay-dependent stability of Markov jump systems with distributed time-delays ⋮ Observer-based adaptive sliding mode control for nonlinear Markovian jump systems ⋮ On stability of the Markov-modulated skew CIR process ⋮ Gain-scheduled fault detection on stochastic nonlinear systems with partially known transition jump rates ⋮ Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems ⋮ Filtering-based robust fault detection of fuzzy jump systems ⋮ Robust finite-time \(H_{\infty }\) control of singular stochastic systems via static output feedback ⋮ Robust stabilization of stochastic Markovian jumping systems via proportional-integral control ⋮ Passivity analysis for neural networks of neutral type with Markovian jumping parameters and time delay in the leakage term ⋮ Stochastic finite-time boundedness of Markovian jumping neural network with uncertain transition probabilities ⋮ Mean-square exponential synchronization of Markovian switching stochastic complex networks with time-varying delays by pinning control ⋮ Stability in distribution of competitive Lotka-Volterra system with Markovian switching ⋮ The SIS epidemic model with Markovian switching ⋮ A note on stability in distribution of Markov-modulated stochastic differential equations with reflection ⋮ Observer-based finite-time \(H_\infty\) control of singular Markovian jump systems ⋮ Reliability analysis of wireless sensor networks using Markovian model ⋮ Asymptotic stability of semi-Markov modulated jump diffusions ⋮ Adaptive observer-based fault estimation for stochastic Markovian jumping systems ⋮ Fault-tolerant control of Markovian jump stochastic systems via the augmented sliding mode observer approach ⋮ Delay-dependent robust stabilization and \(H_{\infty }\) control for nonlinear stochastic systems with Markovian jump parameters and interval time-varying delays ⋮ Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations ⋮ Exponential stability of stochastic generalized porous media equations with jump ⋮ Dissipativity of diffusion Itô processes with Markovain switching and problems of robust stabilization ⋮ Scientific biography of I. Ya. Kats ⋮ Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization ⋮ Observer design for descriptor Markovian jumping systems with nonlinear perturbations ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ \(p\)-moment stability of stochastic differential delay systems with impulsive jump and Markovian switching ⋮ Mean square stability analysis of impulsive stochastic differential equations with delays ⋮ Impulsive pinning Markovian switching stochastic complex networks with time-varying delay ⋮ On stochastic logistic equation with Markovian switching and white noise ⋮ Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching ⋮ Ergodicity of one-dimensional regime-switching diffusion processes ⋮ Reliable finite-time \(H_\infty\) filtering for discrete time-delay systems with Markovian jump and randomly occurring nonlinearities ⋮ Finite-time stochastic input-to-state stability of switched stochastic nonlinear systems ⋮ Robust \(H_{\infty}\) control for stochastic time-delay systems with Markovian jump parameters via parameter-dependent Lyapunov functionals ⋮ One form of Lyapunov operator for stochastic dynamic system with Markov parameters ⋮ On state feedback stabilization of singular systems with random abrupt changes ⋮ Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching ⋮ Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching ⋮ The \(p\)th moment boundedness of stochastic functional differential equations with Markovian switching ⋮ Stabilisation of hybrid stochastic differential equations by delay feedback control ⋮ \(p\)th moment exponential stability of hybrid stochastic functional differential equations by feedback control based on discrete-time state observations ⋮ Robust finite-time stabilization of uncertain singular Markovian jump systems ⋮ Quantitative analysis of hybrid parabolic systems with Markovian regime switching via practical stability ⋮ Finite-time gain-scheduled control on stochastic bioreactor systems with partially known transition jump rates ⋮ Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching ⋮ An analytic approximation of solutions of stochastic differential delay equations with Markovian switching ⋮ Gain-scheduled PI tracking control on stochastic nonlinear systems with partially known transition probabilities ⋮ Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems ⋮ Robust finite-time \(H _{\infty}\) control for nonlinear jump systems via neural networks ⋮ Near optimal control for a class of stochastic hybrid systems ⋮ Properties of solutions of stochastic differential equations with continuous-state-dependent switching ⋮ Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters ⋮ Robust finite-time output feedback \(H_\infty\) control for stochastic jump systems with incomplete transition rates ⋮ Robust \(H_\infty\) control for stochastic Markovian switching systems under partly known transition probabilities and actuator saturation via anti-windup design ⋮ Global stability and synchronization of Markovian switching neural networks with stochastic perturbation and impulsive delay ⋮ \(L_1\) control for positive Markovian jump systems with time-varying delays and partly known transition rates ⋮ Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps ⋮ Observer-based networked control for continuous-time systems with random sensor delays ⋮ \(p\)th moment absolute exponential stability of stochastic control system with Markovian switching ⋮ Exponential stability in mean square of impulsive stochastic difference equations with continuous time ⋮ On stochastic finite-time control of discrete-time fuzzy systems with packet dropout
Cites Work