Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays
From MaRDI portal
Publication:3625469
DOI10.1080/07362990802679059zbMath1159.93360OpenAlexW1977566460MaRDI QIDQ3625469
Publication date: 5 May 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802679059
Time-scale analysis and singular perturbations in control/observation systems (93C70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Asymptotic expansions of solutions to ordinary differential equations (34E05)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A differential delay equation with wideband noise perturbations
- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
- Stability of stochastic differential equations with Markovian switching
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
- Stability of regime-switching stochastic differential equations
- Stability of regime-switching diffusions
- Singularly perturbed Markov chains: limit results and applications
- Stochastic stability and control
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- On the stability of systems with random parameters
- Asymptotic Properties of Hybrid Diffusion Systems
- Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation
- Robust jump linear quadratic control: A mode stabilizing solution
- Algorithms for singularly perturbed limiting average Markov control problems
- Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
- Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
- Singularly Perturbed Discrete-Time Markov Chains
- Discrete-Time Markov Chains
- Stability of hybrid dynamic systems containing singularly perturbed random processes
- Stochastic Differential Equations with Markovian Switching
- Aggregation of Variables in Dynamic Systems