Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems
DOI10.3934/mcrf.2015.5.359zbMath1346.60092OpenAlexW2312303585MaRDI QIDQ888797
Guangliang Zhao, George Yin, Fuke Wu
Publication date: 2 November 2015
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2015.5.359
stabilityregularitystochastic differential equationsfeedback controlcontinuous-time Markov chainregime-switching diffusions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Continuous-time Markov processes on discrete state spaces (60J27)
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