Stability of Markovian jump stochastic parabolic Itô equations with generally uncertain transition rates
Stability of Markovian jump stochastic parabolic Itô equations with generally uncertain transition rates
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DOI：
10.1016/j.amc.2018.04.050
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发表时间：
2018-11
期刊：
影响因子：
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通讯作者：
Caihong Zhang;Y. Kao;Binghua Kao;Tiezhu Zhang
中科院分区：
文献类型：
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作者：
Caihong Zhang;Y. Kao;Binghua Kao;Tiezhu Zhang
利用Lyapunov-Krasovskii泛函和线性矩阵不等式（LMI）方法，研究了具有一般不确定转移率的时滞马尔可夫跳跃随机抛物型方程（DMJSPIE）的稳定性问题.在所讨论的模型中，我们假设跳跃过程的转移率只有一部分是已知的，即某些因子已经存在，某些元素已经简单地知道了上下界，而其余的元素可能没有有用的信息。最后通过算例说明了所得结果的适用性和有效性。
In this paper, the stability problem for delayed Markovian jump stochastic parabolic It o^ equations (DMJSPIEs) subject to generally uncertain transition rates (GUTRs) is investigated via Lyapunov-Krasovskii functional and linear matrix inequality (LMI) method. In the model discussed, we suppose that only part of the transition rates of the jumping process are known, namely, some factors have been already available, some elements have been simply known with lower and upper bounds, and the rest of elements may have no useful information. Lastly, the applicability and effectiveness of the obtained results are illustrated through an example.