On Eigenvalue Sets and Convergence Rate of Itô Stochastic Systems With Markovian Switching

DOI10.1109/TAC.2010.2085630zbMATH Open1368.93768OpenAlexW2077066922MaRDI QIDQ5347707FDOQ5347707

Authors: Zhao-Yan Li, Bin Zhou, Yong Wang, Guangren Duan 

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2010.2085630

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Eigenvalue problems (93B60) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)

Cited In (7)

• Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases
• \(H_{\infty}\) control for nonlinear stochastic Markov systems with time-delay and multiplicative noise
• Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps
• General Stability of Stochastic Markov Jump Linear Systems Based on the Spectrum Technique
• Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise
• Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems
• Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach

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