Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
From MaRDI portal
Publication:545956
DOI10.1016/j.amc.2011.01.031zbMath1225.93123OpenAlexW1984948634MaRDI QIDQ545956
Zhao-Yan Li, Bin Zhou, James Lam, Yong Wang
Publication date: 24 June 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.01.031
iterationLyapunov equationMarkov processstochastic systempositive operatormean square stabilityjump system
Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03)
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