Stabilization of the stochastic jump diffusion systems by state-feedback control
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Cites work
- scientific article; zbMATH DE number 1598665 (Why is no real title available?)
- scientific article; zbMATH DE number 5207903 (Why is no real title available?)
- A strong law of large numbers for local martingales
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- Almost sure exponential stabilisation of stochastic systems by state-feedback control
- Applied stochastic control of jump diffusions
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
- Financial Modelling with Jump Processes
- Lévy Processes and Stochastic Calculus
- On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters
- Output feedback control for stochastic Markovian jumping systems via sliding mode design
- Robust H∞ control for uncertain stochastic systems with state delay
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- Stabilisation of hybrid stochastic differential equations by delay feedback control
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- Stability of regime-switching jump diffusions
- Stabilization of partial differential equations by Lévy noise
- State-feedback control of systems with multiplicative noise via linear matrix inequalities
- Stochastic stabilization of dynamical systems using Lévy noise
- Stochastic stabilization of hybrid differential equations
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- \(H^{2}\) optimal control for linear stochastic systems
Cited in
(3)- Stability equivalence between regime-switching jump diffusion delayed systems and corresponding systems with piecewise continuous arguments and application to discrete-time feedback control
- Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
- Almost sure exponential stabilisation of stochastic systems by state-feedback control
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