Almost sure and pth-moment stability and stabilization of regime-switching jump diffusion systems

DOI10.1137/14095251XzbMATH Open1390.34230MaRDI QIDQ2930971FDOQ2930971

Authors: Xiaofeng Zong, Fuke Wu, George Yin, Zhuo Jin 

Publication date: 21 November 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

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zbMATH Keywords

Markov chainstabilityBrownian motionPoisson processstabilization

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic stability in control theory (93E15)

Cited In (52)

• Stability equivalence between regime-switching jump diffusion delayed systems and corresponding systems with piecewise continuous arguments and application to discrete-time feedback control
• Large deviations for multi-scale regime-switching jump diffusion systems
• Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps
• Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
• Stability of coupled jump diffusions and applications
• Stability of regime-switching processes under perturbation of transition rate matrices
• Nonconservative stability criteria for semi-Markovian impulsive switched systems
• Stability in distribution and stabilization of switching jump diffusions
• Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects
• Razumikhin method to stability of delay coupled systems with hybrid switching diffusions
• Windows of opportunity for the stability of jump linear systems: almost sure versus moment convergence
• The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects
• On exponential stability of non-autonomous stochastic differential equations with Markovian switching
• Stability analysis for a class of stochastic delay nonlinear systems driven by \(G\)-Brownian motion
• Exponential stability of impulsive stochastic differential equations with Markovian switching
• Stabilization of impulsive hybrid stochastic differential equations with Lévy noise by feedback control based on discrete-time state observations
• Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control
• Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise
• Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique
• Stability of nonlinear regime-switching jump diffusion
• Regularization and Stabilization of Randomly Switching Dynamic Systems
• Novel criteria for exponential stability in mean square of stochastic delay differential equations with Markovian switching
• Exponential contraction of switching jump diffusions with a hidden Markov chain
• Stabilization of complex-valued stochastic coupled systems with multiple time delays and regime-switching jump diffusion via periodically intermittent control
• Asymptotic stability of semi-Markov modulated jump diffusions
• On almost sure stability conditions of linear switching stochastic differential systems
• Consensus conditions of continuous-time multi-agent systems with additive and multiplicative measurement noises
• Kolmogorov-type systems with regime-switching jump diffusion perturbations
• Stability of regime-switching jump diffusions
• Almost sure and moment exponential stability of regime-switching jump diffusions
• The Euler-Maruyama approximation of state-dependent regime switching diffusions
• Stochastic consensus of discrete-time second-order multi-agent systems with measurement noises and time delays
• Stability of regime-switching jump diffusion processes
• Periodic intermittent control for almost sure stability of stochastic strict-feedback semi-Markov jump systems
• Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise
• Inverse optimal control of regime-switching jump diffusions
• Stability verification for a class of stochastic hybrid systems by semidefinite programming
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
• Almost sure stability of hybrid stochastic systems under asynchronous Markovian switching
• Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps
• High-order moment stabilization for Markov jump systems with attenuation rate
• Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
• Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control
• Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
• Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control
• The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Stochastic leader-following consensus of discrete-time nonlinear multi-agent systems with multiplicative noises
• Stability of regime-switching diffusion systems with discrete states belonging to a countable set
• On exponential contraction and expansion of Markovian switching diffusions
• Recurrence for switching diffusion with past dependent switching and countable state space
• Ginzburg-Landau equations with random switching and impulsive perturbations

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