Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain

DOI10.1016/J.SYSCONLE.2023.105695MaRDI QIDQ6131479zbMATH OpenOpenAlexFDO

Authors Wenjie Cao, Fuke Wu, Minyu Wu

Publication date 5 April 2024

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2023.105695

zbMATH Keywords

moment stabilityrandom delaysingularly perturbed Markov chainstochastic hybrid systemsweak convergence

Mathematics Subject Classification ID

Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Delay control/observation systems (93C43) Time-scale analysis and singular perturbations in control/observation systems (93C70) Stochastic stability in control theory (93E15)

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Cited in

(2)

• Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
• Weak convergence and diffusion approximation of singularly perturbed stochastic differential equation with state-dependent switching

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