Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I

DOI10.1137/0134036zbMATH Open0392.93040OpenAlexW2139798591MaRDI QIDQ4174607FDOQ4174607

Authors:

Publication date: 1978

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0134036

zbMATH Keywords

StabilityControlStochastic SystemsInfinite Time IntervalWhite Noise ProblemWide-Band Noise Disturbances

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

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• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• STOCHASTIC HOPF BIFURCATION OF QUASI-INTEGRABLE HAMILTONIAN SYSTEMS WITH FRACTIONAL DERIVATIVE DAMPING
• Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost
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• Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
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• On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators
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• Radiative transport limit of Dirac equations with random electromagnetic field
• Optimal control of Markov chains admitting strong and weak interactions
• Mean field limits for interacting diffusions with colored noise: phase transitions and spectral numerical methods
• Correlation free forms for nonlinear stochastic systems
• Sampled-data-based stabilization of switched linear neutral systems
• Nonlinear parametric oscillations in certain stochastic systems: A random van der Pol oscillator
• Asymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputs
• Stability in impulsive systems with Markov perturbations in averaging scheme. III: Weak convergence of solutions of impulsive systems
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• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
• The construction of successive approximations of the perturbation method for systems with random coefficients
• LONG-TERM BEHAVIOUR OF LARGE MECHANICAL SYSTEMS WITH RANDOM INITIAL DATA
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• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
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• Stochastic stability of coupled linear systems: a survey of methods and results
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• Stochastic Kolmogorov systems driven by wideband noises
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• The distribution of exit times for weakly colored noise
• The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters
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• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• Switching diffusion logistic models involving singularly perturbed Markov chains: weak convergence and stochastic permanence
• Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures
• Response and stability of SDOF viscoelastic system under wideband noise excitations
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• Slow energy dissipation in anharmonic oscillator chains
• A functional limit theorem for waves reflected by a random medium
• The Fokker-Planck equation for arbitrary nonlinear noise.
• Approximate properties of stochastic functional differential equations with singular perturbations
• Stochastic Hopf bifurcation of quasi-integrable Hamiltonian systems with multi-time-delayed feedback control and wide-band noise excitations
• Stochastic response of nonlinear system in probability domain
• Stability of an autonomous dynamic system with fast Markov switching
• Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
• Approximation of a class of functional differential equations with wideband noise perturbations
• Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs

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