Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise

From MaRDI portal
Publication:4542844

DOI10.1081/SAP-120002421zbMath1136.60335MaRDI QIDQ4542844

Vasile Dragan, Toader Morozan

Publication date: 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)




Related Items

\(H^{2}\) optimal control for linear stochastic systems, Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems, The LMI approach for stabilizing of linear stochastic systems, \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems, \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching, Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems, Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems, Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping., Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise, Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps, On a class of rational matrix differential equations arising in stochastic control., 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., On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise, Finite time stability of stochastic hybrid systems, Stability analysis for stochastic hybrid systems: a survey, On the stability radii of continuous-time infinite Markov jump linear systems, Multiobjective output feedback control of a class of stochastic hybrid systems with state-dependent noise, Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching, Optimal time-weightedH2model reduction for Markovian jump systems, Exponential H ∞  filtering for stochastic Markovian jump systems with time delays, Robust H fuzzy observer‐based tracking control design for a class of nonlinear stochastic Markovian jump systems, Delay-range-dependent robust \(H^\infty \) filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters, Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence, Almost sure state estimation for nonlinear stochastic systems with Markovian switching, Numerical method for stationary distribution of stochastic differential equations with Markovian switching, stabilisation of switched linear stochastic systems under dwell time constraints, A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise, Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises, Stabilizability of a class of stochastic bilinear hybrid systems, Robust stochastic stability of uncertain discrete-time impulsive Markovian jump delay systems with multiplicative noises, Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients, Finite-time stability and stabilization of nonlinear stochastic hybrid systems, Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models, Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps



Cites Work