Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays

DOI10.1016/j.automatica.2008.05.010zbMath1153.93535OpenAlexW2066889004MaRDI QIDQ2518983

Ping Zhao

Publication date: 21 January 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.05.010

zbMATH Keywords

optimal controltime-delaypractical stabilityMarkovian jump parameterstochastic nonlinear systempractical controllability

Mathematics Subject Classification ID

Controllability (93B05) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Related Items (19)

Practical exponential stability of stochastic age-dependent capital system with Lévy noise ⋮ Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties ⋮ \(H_\infty\) control for Markovian jump systems with partially unknown transition rates via an adaptive method ⋮ \(p\)-th moment exponential stability of stochastic differential equations with impulse effect ⋮ Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function ⋮ Practical stability of continuous-time stochastic nonlinear system via event-triggered feedback control ⋮ A survey on hidden Markov jump systems: asynchronous control and filtering ⋮ Lyapunov matrix‐based method to global robust practical exponential r‐stability for a class of delayed continuous‐time nonlinear systems: Theory and applications ⋮ Practical exponential stability of hybrid impulsive stochastic functional differential systems with delayed impulses ⋮ Complete controllability of nonlinear stochastic impulsive functional systems ⋮ \(p\)th mean practical stability for large-scale Itô stochastic systems with Markovian switching ⋮ Decentralized \(\mathcal{L}_{2}\)-\(\mathcal{L}_{\infty}\) filtering for interconnected Markovian jump systems with delays ⋮ Finite-time Lyapunov functions and impulsive control design ⋮ On input-to-state stability of stochastic nonlinear systems with Markovian jumping parameters ⋮ Stability of impulsive systems depending on a parameter ⋮ Complete controllability of impulsive stochastic integro-differential systems ⋮ Nonsmooth Stabilization of a Class of Markovian Jump Stochastic Nonlinear Systems with Parametric and Dynamic Uncertainties ⋮ Higher order moment stability region for Markov jump systems based on cumulant generating function ⋮ New results on stabilization of Markovian jump systems with time delay

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• Stability by Liapunov's direct method. With applications
• Hereditary differential systems with constant delays. II: A class of affine systems and the adjoint problem
• \(H_\infty\)-control for Markovian jumping linear systems with parametric uncertainty
• Optimal practical stabilization and controllability of systems with Markovian jumps
• Stability of stochastic differential equations with Markovian switching
• A note on the LaSalle-type theorems for stochastic differential delay equations
• Asymptotic stability in distribution of stochastic differential 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
• Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay
• On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters
• An Optimal Control Problem for Systems with Differential-Difference Equation Dynamics

This page was built for publication: Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays