Stability of stochastic systems with uncertain time delays

DOI10.1016/0167-6911(94)00030-YzbMath0867.34065MaRDI QIDQ674310

Patrick Florchinger, Erik I. Verriest

Publication date: 28 February 1997

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

zbMATH Keywords

stochastic stabilitylinear delay systemsstochasticsinvariant distributionbilinear noise sufficient conditionsdifferential delay systemglobal asymptotic stochastic stabilityLyapunov-type equationRiccati-type equations

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05)

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Cites Work

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• Differential-difference equations
• An introduction to infinite dimensional dynamical systems -- geometric theory. With an appendix by Krzysztof P. Rybakowski
• Stability in linear delay equations
• Robustness of stability of nonlinear systems with stochastic delay perturbations
• Robust stability of systems with delayed feedback
• An improved upper bound for the order of mixed graphs
• Exponential estimates of solutions of linear stochastic differential functional equations
• Stability of regime-switching stochastic differential equations
• Stability of linear delay equations under a small noise
• On a Matrix Riccati Equation of Stochastic Control
• The Stabilizing Solution of the Algebraic Riccati Equation

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