El-Kébir Boukas and H. Yang
Article (1996)
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| Cite this document: | Boukas, E.-K. & Yang, H. (1996). Stability of stochastic systems with jumps. Mathematical Problems in Engineering, 3(2), p. 173-185. doi:10.1155/s1024123x97000513 |
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Abstract
This paper deals with stochastic stability of systems with Markovian jumps arid 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.
Uncontrolled Keywords
Systems with Markovian jumps and Brownian motion; Stochastic Stability; Markov Process; Ito Differential Equation; Lyapunov Function.
 Open Access document in PolyPublie |
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| Subjects: | 2100 Génie mécanique > 2100 Génie mécanique |
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| Department: | Département de génie mécanique |
| Research Center: | Non applicable |
| Funders: | CRSNG/NSERC |
| Grant number: | OGP0036444 |
| Date Deposited: | 06 Nov 2018 13:19 |
| Last Modified: | 07 Nov 2018 01:20 |
| PolyPublie URL: | https://publications.polymtl.ca/3372/ |
 Document issued by the official publisher |
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| Journal Title: | Mathematical Problems in Engineering (vol. 3, no. 2) |
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| Publisher: | Hindawi |
| Official URL: | https://doi.org/10.1155/s1024123x97000513 |
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