Mathematical Problems in Engineering

Mathematical Problems in Engineering / 1996 / Article

Open Access

Volume 3 |Article ID 760274 | https://doi.org/10.1155/S1024123X97000513

E. K. Boukas, H. Yang, "Stability of stochastic systems with jumps", Mathematical Problems in Engineering, vol. 3, Article ID 760274, 13 pages, 1996. https://doi.org/10.1155/S1024123X97000513

Stability of stochastic systems with jumps

Received15 Jan 1996
Revised30 Apr 1996

Abstract

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.

Copyright © 1996 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


More related articles

 PDF Download Citation Citation
 Order printed copiesOrder
Views79
Downloads320
Citations

We are committed to sharing findings related to COVID-19 as quickly as possible. We will be providing unlimited waivers of publication charges for accepted research articles as well as case reports and case series related to COVID-19. Review articles are excluded from this waiver policy. Sign up here as a reviewer to help fast-track new submissions.