Mean escape time of switched Riccati differential equations

DOI10.1016/j.jfranklin.2023.04.034zbMath1518.93054arXiv2206.00908OpenAlexW4372233677MaRDI QIDQ6168967

Publication date: 11 July 2023

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.00908

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
On the existence of solutions of the Riccati differential equation
Finite escape time for Riccati differential equations
A survey of nonsymmetric Riccati equations
On the Lambert \(w\) function
Stability of switched linear systems with Poisson switching
Non-blow-up conditions for Riccati-type matrix differential and difference equations
Mean-square integral input-to-state stability of nonlinear impulsive semi-Markov jump delay systems
Analytic approximation of the blow-up time for nonlinear differential equations by the ADM-Padé technique
State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
Phase Portrait of the Matrix Riccati Equation
Decoupled decomposition of the Riccati equation
On the finite escape phenomena for matrix Riccati equations
Stochastic stability properties of jump linear systems
Sufficiency Conditions for Finite Escape Times in Systems of Quadratic Differential Equations
On global asymptotic stability of second order nonlinear differential systems
Non-autonomous Riccati-type matrix differential equations: existence interval, construction of continuous numerical solutions and error bounds
A NOTE ON A SECOND-ORDER NONLINEAR DIFFERENTIAL SYSTEM
Basic problems in stability and design of switched systems
On Blow-Up Solutions of Differential Equations with Poincaré-Type Compactifications
Analysis and Synthesis of Markov Jump Linear Systems With Time-Varying Delays and Partially Known Transition Probabilities
Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions
Kronecker weights for instability analysis of Markov jump linear systems
Stability Criteria for Switched and Hybrid Systems
Singular Perturbations of a General Boundary Value Problem
Stochastic stability analysis of nonlinear semi-Markov jump systems with time delays and incremental quadratic constraints

This page was built for publication: Mean escape time of switched Riccati differential equations