Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming
From MaRDI portal
Publication:5145609
DOI10.1137/20M1335637zbMath1455.93205MaRDI QIDQ5145609
Zhikun She, Meilun Li, Kairong Liu
Publication date: 21 January 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
almost sure stabilityMarkovian switchingstochastic hybrid systemsstability in probabilitystability verification
Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Exponential stability (93D23)
Related Items
Safety verification for regime-switching jump diffusions via barrier certificates ⋮ Uniform exponential stability criteria with verification for nonautonomous switched nonlinear systems with uncertainty ⋮ Consensus verification for heterogeneous polynomial networked systems ⋮ Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Further results on existence-uniqueness for stochastic functional differential equations
- \(p\)th moment stability of impulsive stochastic delay differential systems with Markovian switching
- Global exponential stability of impulsive stochastic functional differential systems
- Stability analysis of switched stochastic systems
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- Mean square exponential stability of impulsive control stochastic systems with time-varying delay
- \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
- Hybrid switching diffusions. Properties and applications
- Semidefinite programming relaxations for semialgebraic problems
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- Stability analysis for impulsive stochastic delay differential equations with Markovian switching
- Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects
- Exponential stability for generalized stochastic impulsive functional differential equations with delayed impulses and Markovian switching
- Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching
- Stability analysis of stochastic differential equations with Markovian switching
- Viable set computation for hybrid systems
- Stability of regime-switching jump diffusion processes
- Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems
- Moment estimate and existence for solutions of stochastic functional differential equations
- A Nullstellensatz and a Positivstellensatz in semialgebraic geometry
- Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems
- Stability of Regime-Switching Jump Diffusions
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- Lévy Processes and Stochastic Calculus
- Stability of random-switching systems of differential equations
- Stability and Stabilization for Singular Switching Semi-Markovian Jump Systems With Generally Uncertain Transition Rates
- Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions
- On the Complexity of SOS Programming and Applications in Control Systems
- Analysis of Non-polynomial Systems Using the Sum of Squares Decomposition
- Application of Reachability Analysis for Stochastic Hybrid Systems to Aircraft Conflict Prediction
- Pre- and Post-Processing Sum-of-Squares Programs in Practice
- Analysis of Power System Dynamics Subject to Stochastic Power Injections
- Stabilization and destabilization of nonlinear systems via aperiodically intermittent stochastic noises: Average techniques and scalar functions
- Discovering Multiple Lyapunov Functions for Switched Hybrid Systems
- Stabilizability of Time-Varying Switched Systems Based on Piecewise Continuous Scalar Functions
- Stability and Recurrence of Regime-Switching Diffusion Processes
- A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching
- Some New Criteria on $p$th Moment Stability of Stochastic Functional Differential Equations With Markovian Switching
- Stability Analysis of Networked Control Systems Using a Switched Linear Systems Approach
- A Nonconservative LMI Condition for Stability of Switched Systems With Guaranteed Dwell Time
- Stability of Stochastic Nonlinear Systems With State-Dependent Switching
- New Criteria on $p$th Moment Input-to-State Stability of Impulsive Stochastic Delayed Differential Systems
- Optimal portfolio for an insider in a market driven by Lévy processes§
- Stochastic Differential Equations with Markovian Switching