Stability of stochastic systems with jumps

<p>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...

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Bibliographic Details
Main Authors: Boukas E. K., Yang H.
Format: Article
Language:English
Published: Hindawi Limited 1997-01-01
Series:Mathematical Problems in Engineering
Subjects:
Online Access:http://www.hindawi.net/access/get.aspx?journal=mpe&volume=3&pii=S1024123X97000513