Stabilization of a class of stochastic differential equations with Markovian switching

From MaRDI portal
Publication:2504581


DOI10.1016/j.sysconle.2005.01.001zbMath1129.93517MaRDI QIDQ2504581

Chenggui Yuan, John Lygeros

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


60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93D15: Stabilization of systems by feedback

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E15: Stochastic stability in control theory


Related Items

Global exponential synchronization of stochastic switching networks with time‐varying delay, Nonsmooth Stabilization of a Class of Markovian Jump Stochastic Nonlinear Systems with Parametric and Dynamic Uncertainties, Fault tolerance analysis for stochastic systems using switching diffusion processes, Stochastic stability and stabilization of a class of piecewise-homogeneous Markov jump linear systems with mixed uncertainties, Asymptotic stability in distribution of stochastic systems with semi-Markovian switching, Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control, 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, Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems, New robust \(H_\infty\) control for uncertain stochastic Markovian jumping systems with mixed delays based on decoupling method, Robust convergence of Cohen-Grossberg neural networks with mode-dependent time-varying delays and Markovian jump, 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, Stability analysis for stochastic hybrid systems: a survey, Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching, Stochastic global exponential stability for neutral-type impulsive neural networks with mixed time-delays and Markovian jumping parameters, Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations, Stabilization of some composite stochastic control systems with nontrivial solutions, Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters, Stabilizability of a class of stochastic bilinear hybrid systems, Delay-dependent \(H_\infty \) filtering for stochastic systems with Markovian switching and mixed mode-dependent delays, New stability and stabilization conditions for stochastic neural networks of neutral type with Markovian jumping parameters, 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, LMI-based stability criterion for impulsive delays Markovian jumping time-delays reaction-diffusion BAM neural networks via Gronwall-Bellman-type impulsive integral inequality, 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, Exponential stability of some interconnected stochastic control systems with non-trivial equilibria, Stabilization by intermittent control for hybrid stochastic differential delay equations, Intermittent stochastic stabilization of Markovian jump systems via sampled data, Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control, The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems, Stabilization for switched stochastic systems with semi-Markovian switching signals and actuator saturation, Exponential mean-square stability of time-delay singular systems with Markovian switching and nonlinear perturbations, \(p\)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, 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 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, Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions, Sliding mode control for Itô stochastic systems with Markovian switching, Almost Sure Exponential Stabilization of a Class of Uncertain Stochastic Systems with Markovian Switching, Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates, pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise, Robust stochastic convergence and stability of neutral-type neural networks with Markovian jump and mixed delays, Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems, Stability of impulsive Hopfield neural networks with Markovian switching and time-varying delays, The internal stabilization by noise of the linearized Navier-Stokes equation, A class of discrete time generalized Riccati equations, Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations, Guaranteed Cost Control for a Class of Uncertain Stochastic Impulsive Systems with Markovian Switching



Cites Work