Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set

DOI10.1137/17M1118476zbMath1401.93158arXiv1710.02887OpenAlexW2963474170WikidataQ129030090 ScholiaQ129030090MaRDI QIDQ4961442

George Yin, Dang H. Nguyen

Publication date: 29 October 2018

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

Full work available at URL: https://arxiv.org/abs/1710.02887

zbMATH Keywords

stabilityrate of convergenceswitching diffusioncountable discrete-state space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20) Stability of solutions to ordinary differential equations (34D20) Diffusion processes (60J60) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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