Stability of interconnected stochastic delay systems

DOI10.1016/0096-3003(85)90011-6MaRDI QIDQ1063774zbMATH OpenOpenAlexFDO

Authors Mou-Hsiung Chang

Publication date 1985

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(85)90011-6

zbMATH Keywords

controloptimizationRazumikhin-type stability conditionsstability analysisstability of interconnected stochastic functional differential systemsstochastic delay system

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Stability theory of functional-differential equations (34K20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Review text

It has been recognized recently that for purposes of stability analysis, control, optimization, and so forth, it may be beneficial to decompose a large interconnected system into a number of isolated (or decoupled) subsystems. One hopes that these subsystems can be considered independently, so that solutions to the corresponding subproblems can be combined with interconnection constraints to come up with a solution to the original problem of the overall large system. In this paper, the emphasis is on the stability of interconnected stochastic functional differential systems. Obtained therein is a set of criteria in terms of the stability of isolated subsystems and the bounds on the interconnection components under which the stochastic stability of the interconnected system is preserved. As a tool of our analysis, Razumikhin-type stability conditions for the trivial solution of the stochastic delay system are also established.

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Cites work

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Cited in

(6)

• Stability analysis of spatially interconnected discrete-time systems with random delays and structured uncertainties
• Stability of infinite dimensional interconnected systems with impulsive and stochastic disturbances
• Technical note Further results on robust bounds for large-scale time-delay systems with structured and unstructured uncertainties
• On the stabilization of interconnected stochastic systems
• Stabilisation of stochastic delayed systems with Lévy noise on networks via periodically intermittent control
• String stability of infinite-dimension stochastic interconnected large-scale systems with time-varying delay

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