Stability of stochastic differential equations with Markovian switching
TLDR
In this paper, the authors discuss the exponential stability of nonlinear stochastic differential equations with Markovian switching and show that the stability can be improved by using Markovians.About:
This article is published in Stochastic Processes and their Applications.The article was published on 1999-01-01 and is currently open access. It has received 714 citations till now. The article focuses on the topics: Stochastic partial differential equation & Stochastic differential equation.read more
Citations
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Journal ArticleDOI
Stability of regime-switching processes under perturbation of transition rate matrices
Jinghai Shao,Chenggui Yuan +1 more
TL;DR: In this article, the stability of regime-switching processes under perturbation of the transition rate matrices is investigated, and both regular and irregular coefficients of the underlying system are investigated.
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Stabilization for hybrid stochastic systems by aperiodically intermittent control
TL;DR: A new set of sufficient conditions is derived to obtain the aperiodically intermittent control design which exponentially stabilizes the addressed hybrid stochastic differential equations with Markovian switching.
Journal ArticleDOI
On Stochastic Finite-Time Control of Discrete-Time Fuzzy Systems with Packet Dropout
TL;DR: In this article, the stochastic finite-time stability and boundedness problems for one family of fuzzy T-S systems over networks with packet dropout, parametric uncertainties, and time-varying norm-bounded disturbance are studied.
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Stabilisation of hybrid stochastic systems by disordered controllers
TL;DR: In this paper, the authors consider the stabilisation problem of hybrid stochastic systems by regular and regular state feedback controllers whose operation modes suffer a disordering phenomenon and propose a new operation mode to describe such a disagreement.
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Stabilization in Distribution by Delay Feedback Control for Hybrid Stochastic Differential Equations
TL;DR: In this paper , a feedback control based on past states is proposed to make a given unstable hybrid stochastic differential equation (SDE) to be stable in distribution (stabilization in distribution).
References
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Book
Nonnegative Matrices in the Mathematical Sciences
TL;DR: 1. Matrices which leave a cone invariant 2. Nonnegative matrices 3. Semigroups of non negative matrices 4. Symmetric nonnegativeMatrices 5. Generalized inverse- Positivity 6. M-matrices 7. Iterative methods for linear systems 8. Finite Markov Chains
BookDOI
Stochastic differential equations and applications
TL;DR: In this paper, the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form, are discussed, as well as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists.
Book
Applied Theory of Functional Differential Equations
TL;DR: In this paper, the authors present an overview of state estimates of stochastic systems with delay and their control for deterministic FEDs, including optimal control of Stochastic Delay Systems.