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

DOI10.1109/TAC.2010.2085630MaRDI QIDQ5347707zbMATH OpenOpenAlexFDO

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
• Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps
• \(H_{\infty}\) control for nonlinear stochastic Markov systems with time-delay and multiplicative noise
• Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise
• General stability of stochastic Markov jump linear systems based on the spectrum technique
• Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach
• Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems

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