Stability of stochastic systems with jumps

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...

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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:
Systems with Markovian jumps and Brownian motion; Stochastic Stability; Markov Process; Ito Differential Equation; Lyapunov Function.
Online Access:http://dx.doi.org/10.1155/S1024123X97000513
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spelling doaj-85c211a5257b47fca2e4221a977b4e0b2020-11-24T23:20:24ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51471996-01-013217318510.1155/S1024123X97000513Stability of stochastic systems with jumpsE. K. Boukas0H. Yang1Mechanical Engineering Department, École Polytechnique de Montréal, P.O. Box 6079, Station “centre-ville”, Montréal, Québec H3C 3A7, CanadaMechanical Engineering Department, École Polytechnique de Montréal, P.O. Box 6079, Station “centre-ville”, Montréal, Québec H3C 3A7, CanadaThis 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 prove the guaranteed cost property of the proposed control strategy for the linear case.http://dx.doi.org/10.1155/S1024123X97000513Systems with Markovian jumps and Brownian motion; Stochastic Stability; Markov Process; Ito Differential Equation; Lyapunov Function.
collection DOAJ
language English
format Article
sources DOAJ
author E. K. Boukas
H. Yang
spellingShingle E. K. Boukas
H. Yang
Stability of stochastic systems with jumps
Mathematical Problems in Engineering
Systems with Markovian jumps and Brownian motion; Stochastic Stability; Markov Process; Ito Differential Equation; Lyapunov Function.
author_facet E. K. Boukas
H. Yang
author_sort E. K. Boukas
title Stability of stochastic systems with jumps
title_short Stability of stochastic systems with jumps
title_full Stability of stochastic systems with jumps
title_fullStr Stability of stochastic systems with jumps
title_full_unstemmed Stability of stochastic systems with jumps
title_sort stability of stochastic systems with jumps
publisher Hindawi Limited
series Mathematical Problems in Engineering
issn 1024-123X
1563-5147
publishDate 1996-01-01
description 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 prove the guaranteed cost property of the proposed control strategy for the linear case.
topic Systems with Markovian jumps and Brownian motion; Stochastic Stability; Markov Process; Ito Differential Equation; Lyapunov Function.
url http://dx.doi.org/10.1155/S1024123X97000513
work_keys_str_mv AT ekboukas stabilityofstochasticsystemswithjumps
AT hyang stabilityofstochasticsystemswithjumps
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