Stability of stochastic systems with jumps

This paper deals with stochastic stability of systems with Markovian jumps and Brownian motion. Mainly, we present sufficient conditions for quadratic stabilization of Ito type stochastic linear and nonlinear systems with Markovian jumps and Brownian motion using state feedback control. We also prov...

Full description

Bibliographic Details
Main Authors: E. K. Boukas, H. Yang
Format: Article
Language:English
Published: Hindawi Limited 1996-01-01
Series:Mathematical Problems in Engineering
Subjects:
Online Access:http://dx.doi.org/10.1155/S1024123X97000513