Robust stability and controllability of stochastic differential delay equations with Markovian switching
Robust stability and controllability of stochastic differential delay equations with Markovian switching
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DOI：
10.1016/j.automatica.2003.10.012
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发表时间：
2004-03
期刊：
影响因子：
--
通讯作者：
C. Yuan;X. Mao
中科院分区：
文献类型：
--
作者：
C. Yuan;X. Mao
研究了一类具有马尔可夫切换的非线性随机微分时滞方程的几乎肯定渐近稳定性。同时给出了具有马尔可夫切换的线性随机微分时滞方程的可控性和鲁棒稳定性的充分判据。
In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic differential delay equations with Markovian switching. Some sufficient criteria on the controllability and robust stability are also established for linear stochastic differential delay equations with Markovian switching.