Stabilization of a class of stochastic differential equations with Markovian switching
From MaRDI portal
Publication:2504581
DOI10.1016/j.sysconle.2005.01.001zbMath1129.93517OpenAlexW2075536238MaRDI QIDQ2504581
Publication date: 25 September 2006
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2005.01.001
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)
Related Items (57)
Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems ⋮ New stability and stabilization conditions for stochastic neural networks of neutral type with Markovian jumping parameters ⋮ Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control ⋮ Robust stabilization of hybrid uncertain stochastic systems with time-varying delay by discrete-time feedback control ⋮ Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties ⋮ Stability of stochastic neural networks of neutral type with Markovian jumping parameters: a delay-fractioning approach ⋮ Stability analysis of stochastic fuzzy Markovian jumping neural networks with leakage delay under impulsive perturbations ⋮ Mode-dependent stochastic synchronization criteria for Markovian hybrid neural networks with random coupling strengths ⋮ Fault tolerance analysis for stochastic systems using switching diffusion processes ⋮ LMI-based stability criterion for impulsive delays Markovian jumping time-delays reaction-diffusion BAM neural networks via Gronwall-Bellman-type impulsive integral inequality ⋮ The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems ⋮ New robust \(H_\infty\) control for uncertain stochastic Markovian jumping systems with mixed delays based on decoupling method ⋮ Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems ⋮ Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition ⋮ Robust convergence of Cohen-Grossberg neural networks with mode-dependent time-varying delays and Markovian jump ⋮ Stochastic stability and stabilization of a class of piecewise-homogeneous Markov jump linear systems with mixed uncertainties ⋮ Stochastic stability and stabilization for stochastic differential semi‐Markov jump systems with incremental quadratic constraints ⋮ Stabilization of a class of stochastic nonlinear systems using a bang‐bang controller ⋮ The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth ⋮ Noise suppresses explosive solutions of differential systems with coefficients satisfying the polynomial growth condition ⋮ Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions ⋮ Stochastic global exponential stability for neutral-type impulsive neural networks with mixed time-delays and Markovian jumping parameters ⋮ Stochastic stabilization of Itô stochastic systems with Markov jumping and linear fractional uncertainty ⋮ Almost sure stability and stabilization for hybrid stochastic systems with time-varying delays ⋮ Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations ⋮ Stabilization for switched stochastic systems with semi-Markovian switching signals and actuator saturation ⋮ Asymptotic stability in distribution of stochastic systems with semi-Markovian switching ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ Sliding mode control for Itô stochastic systems with Markovian switching ⋮ A class of discrete time generalized Riccati equations ⋮ Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching ⋮ Stability of impulsive Hopfield neural networks with Markovian switching and time-varying delays ⋮ Stabilization of some composite stochastic control systems with nontrivial solutions ⋮ Exponential mean-square stability of time-delay singular systems with Markovian switching and nonlinear perturbations ⋮ Exponential stability of some interconnected stochastic control systems with non-trivial equilibria ⋮ Global exponential synchronization of stochastic switching networks with time‐varying delay ⋮ Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations ⋮ Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters ⋮ Stabilizability of a class of stochastic bilinear hybrid systems ⋮ Almost Sure Exponential Stabilization of a Class of Uncertain Stochastic Systems with Markovian Switching ⋮ Nonsmooth Stabilization of a Class of Markovian Jump Stochastic Nonlinear Systems with Parametric and Dynamic Uncertainties ⋮ Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates ⋮ \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise ⋮ Asymptotic stability of nonlinear hybrid stochastic systems driven by linear discrete time noises ⋮ pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise ⋮ Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control ⋮ Robust stochastic convergence and stability of neutral-type neural networks with Markovian jump and mixed delays ⋮ The internal stabilization by noise of the linearized Navier-Stokes equation ⋮ Stabilization by intermittent control for hybrid stochastic differential delay equations ⋮ Intermittent stochastic stabilization of Markovian jump systems via sampled data ⋮ Guaranteed Cost Control for a Class of Uncertain Stochastic Impulsive Systems with Markovian Switching ⋮ Delay-dependent \(H_\infty \) filtering for stochastic systems with Markovian switching and mixed mode-dependent delays ⋮ General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching ⋮ Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates ⋮ Adaptive fault-tolerant stabilization for nonlinear systems with Markovian jumping actuator failures and stochastic noises ⋮ Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching ⋮ Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stability of switched systems: a Lie-algebraic condition
- Towards a stability theory of general hybrid dynamical systems
- Global stabilization of composite stochastic systems
- Stability of stochastic differential equations with Markovian switching
- New results and examples in nonlinear feedback stabilization
- A positive real condition for global stabilization of nonlinear systems
- Stability of a random diffusion with linear drift
- Stochastic differential delay equations with Markovian switching
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Output feedback for a class of linear systems with stochastic jump parameters
- Feedback stabilizability of non-linear stochastic systems with state-dependent noise
- Approximate output tracking for nonlinear non‐minimum phase systems with an application to flight control
- Linear Matrix Inequalities in System and Control Theory
- Robust stability and stabilization of the family of jumping stochastic systems
- Stability theory for hybrid dynamical systems
- Multiple Lyapunov functions and other analysis tools for switched and hybrid systems
- Computation of piecewise quadratic Lyapunov functions for hybrid systems
- Stabilization of a class of nonlinear composite stochastic systems
- Hybrid Systems: Computation and Control
- Global Stabilization of Partially Linear Composite Systems
- Stabilization of a class of nonlinear stochastic systems
This page was built for publication: Stabilization of a class of stochastic differential equations with Markovian switching