Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients
DOI10.1239/JAP/1053003555zbMATH Open1031.60062OpenAlexW2070608660MaRDI QIDQ4435686FDOQ4435686
Authors: Efraim Shmerling, Kenneth J. Hochberg 
Publication date: 17 November 2003
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1053003555
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Stochastic systems and control (93E99) Markov renewal processes, semi-Markov processes (60K15) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Random operators and equations (aspects of stochastic analysis) (60H25)
Cites Work
- Lyapunov matrix equations in system stability and control.
- Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Control of linear jump systems in noise
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
Cited In (4)
- Stability of stochastic jump-parameter semi-Markov linear systems of differential equations
- Title not available (Why is that?)
- Sufficient condition for stability of stochastic jump-parameter semi-Markov linear systems of difference equations
- System of linear differential equations with casual linear jumps of solutions
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