Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
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(only showing first 100 items - show all)- Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- An LMI approach to stability analysis of stochastic high-order Markovian jumping neural networks with mixed time delays
- Exponential stability of delayed recurrent neural networks with Markovian jumping parameters
- Finite-time stability and stabilization of nonlinear stochastic hybrid systems
- Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise
- Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching
- Delay-range dependent stability criteria for neural networks with Markovian jumping parameters
- Robust peak-to-peak filtering for Markov jump systems
- Stochastic controllability of linear systems with Markovian jumps
- Jump linear quadratic control with random state discontinuities
- Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps
- Robust stabilization by dynamic combined state and output feedback compensator for nonlinear systems with jumps
- \(H_\infty\)-control for Markovian jumping linear systems with parametric uncertainty
- Robust \(H_{\infty}\) control for linear Markovian jump systems with unknown nonlinearities
- Optimal practical stabilization and controllability of systems with Markovian jumps
- Stability of Markov modulated discrete-time dynamic systems.
- Guaranteed cost control of a Markov jump linear uncertain system using a time-multiplied cost function
- Relationships between linear dynamically varying systems and jump linear systems
- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- Delay-dependent stochastic stability and \(H_{\infty}\) analysis for time-delay systems with Markovian jumping parameters.
- \(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
- Stability of stochastic differential equations with Markovian switching
- New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
- New stability and stabilization conditions for stochastic neural networks of neutral type with Markovian jumping parameters
- Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching
- Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties
- Stability analysis for impulsive stochastic delay differential equations with Markovian switching
- Robust mixed \(H_2/H_\infty\) control of networked control systems with random delays and partially known transition matrix
- Stability analysis of random systems with Markovian switching and its application
- Stability of a class of stochastic nonlinear systems with Markovian switching
- Taylor approximation of stochastic functional differential equations with the Poisson jump
- An SOR implicit iterative algorithm for coupled Lyapunov equations
- Finite time stability of stochastic hybrid systems
- Sliding mode control of Markovian jump systems with incomplete information on time-varying delays and transition rates
- A note on stability of hybrid stochastic differential equations
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching
- Stability of a random diffusion with nonlinear drift
- Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies
- \(p\)-moment stability of stochastic differential equations with jumps
- Stability for a random evolution equation with Gaussian perturbation
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
- Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
- \(H^{2}\) optimal control for linear stochastic systems
- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
- Stability of discrete-time linear systems with Markovian jumping parameters
- Distributed control of multi-agent systems with random parameters and a major agent
- Stochastic stabilization of hybrid differential equations
- Stability and stabilization of networked control system with forward and backward random time delays
- Receding horizon control of jump linear systems and a macroeconomic policy problem
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- Stability and stabilization of Markov jump systems with generally uncertain transition rates
- Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
- Sampled-data synchronization of semi-Markov jump complex dynamical networks subject to generalized dissipativity property
- Asynchronous \(\mathcal{H}_\infty\) control of semi-Markov jump linear systems
- Neural network based finite-time stabilization for discrete-time Markov jump nonlinear systems with time delays
- Optimal finite-time passive controller design for uncertain nonlinear Markovian jumping systems
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
- Exact detectability: application to generalized Lyapunov and Riccati equations
- Stabilization in general decay rate of discrete feedback control for non-autonomous Markov jump stochastic systems
- Advances in stabilization of highly nonlinear hybrid delay systems
- Reliable event-based dissipative filter design for discrete-time system with dynamic quantization and sensor fault
- Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems
- On subgeometric ergodicity of regime-switching diffusion processes
- Guaranteed cost control for Markovian jump systems with uncertain probabilities subject to channel fadings
- Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
- Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- Optimal control of stochastic singular affine systems with Markovian jumps
- Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations
- Asynchronous adaptive fault-tolerant control for Markov jump systems with actuator failures and unknown nonlinear disturbances
- Cooperative output regulation problem of discrete-time linear multi-agent systems with Markov switching topologies
- A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations
- Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
- L₂-L_ fuzzy control for Markov jump systems with neutral time-delays
- Stabilization and destabilization of hybrid systems by periodic stochastic controls
- Input-to-state stability of switched nonlinear systems
- Stochastic stability and stabilization of positive systems with Markovian jump parameters
- State-feedback stabilization for stochastic high-order nonlinear systems with Markovian switching
- Almost sure state estimation for nonlinear stochastic systems with Markovian switching
- A novel iterative algorithm for solving coupled Riccati equations
- Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control
- State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
- Stability of impulsive stochastic differential equations with Markovian switching
- On the iterative refinement of matrix upper bounds for the solution of continuous coupled algebraic Riccati equations
- Unbiased \(H_\infty \) filtering for neutral Markov jump systems
- Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
- On \(p\)th moment exponential stability of stochastic differential equations with Markovian switching and time-varying delay
- Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations
- Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions
- Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems
- On hybrid control of a class of stochastic non-linear Markovian switching systems
- Output feedback control of a class of stochastic hybrid systems
- Pinning dynamic systems of networks with Markovian switching couplings and controller-node set
- Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method
- Stability of Markovian jump systems with generally uncertain transition rates
- Decentralized robust control of uncertain Markov jump parameter systems via output feedback
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