Riccati equations in the stability of retarded stochastic linear systems

MaRDI QIDQ1882201zbMATH OpenFDO

Authors Yanyan Li

Publication date 19 October 2004

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cited in

(11)

• A survey: stability and boundedness of Volterra difference equations
• Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
• A new method of solving the optimal control problem for a partially observable stochastic Volterra process
• Mean square exponential stability of impulsive stochastic difference equations
• Optimal control of Volterra type stochastic difference equations
• Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications
• Some peculiarities of the general method of Lyapunov functionals construction
• Optimal control problem for nonlinear stochastic difference second kind Volterra equations
• Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
• The stationary distribution and extinction of generalized multispecies stochastic Lotka-Volterra predator-prey system
• Application of the general method of Lyapunov functionals construction for difference Volterra equations

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