Mean square stability of linear systems under the action of a Markov chain

DOI10.1016/0021-8928(72)90066-4zbMath0261.93044OpenAlexW1514470540MaRDI QIDQ2560784

G. N. Mil'shtejn

Publication date: 1972

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(72)90066-4

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05)

Related Items

Robust stability and stabilization of the family of jumping stochastic systems

Cites Work

• A note on asymptotic control theory
• On the stability of systems with random parameters
• Stability in the mean square of a system of stochastic differential equations
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