IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v222y2012i3p523-528.html
   My bibliography  Save this article

Exponential stabilization of stochastic interval system with time dependent parameters

Author

Listed:
  • Udom, Akaninyene Udo

Abstract

There has been growing interest in analyzing stability in design controls of stochastic systems. This interest arises out of the need to develop robust control strategies for systems with uncertain dynamics. This paper is concerned with the examination of conditions under which the desired structure of a stochastic interval system with time dependent parameters is stabilizable. Necessary and sufficient condition under which two-level preconditioner guarantees quadratic mean exponential stability of the desired structure of uncontrolled stochastic interval system is presented. Sufficient condition for exponential stability of the equilibrium solution of uncontrolled stochastic interval system is also presented.

Suggested Citation

  • Udom, Akaninyene Udo, 2012. "Exponential stabilization of stochastic interval system with time dependent parameters," European Journal of Operational Research, Elsevier, vol. 222(3), pages 523-528.
    • Handle: RePEc:eee:ejores:v:222:y:2012:i:3:p:523-528
    DOI: 10.1016/j.ejor.2012.05.041
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377221712004304
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ejor.2012.05.041?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nachane, D. M. & Chary, L. R., 1979. "Optimal closed-loop control stability and transient behaviour of a class of linear dynamic economic models," European Journal of Operational Research, Elsevier, vol. 3(2), pages 157-162, March.
    2. Tamura, Yoshinobu & Yamada, Shigeru, 2006. "A flexible stochastic differential equation model in distributed development environment," European Journal of Operational Research, Elsevier, vol. 168(1), pages 143-152, January.
    3. Mao, Xuerong, 1996. "Razumikhin-type theorems on exponential stability of stochastic functional differential equations," Stochastic Processes and their Applications, Elsevier, vol. 65(2), pages 233-250, December.
    4. Bassey, K.J. & Chigbu, P.E., 2012. "On optimal control theory in marine oil spill management: A Markovian decision approach," European Journal of Operational Research, Elsevier, vol. 217(2), pages 470-478.
    5. Chiang, Chi, 2007. "Optimal control policy for a standing order inventory system," European Journal of Operational Research, Elsevier, vol. 182(2), pages 695-703, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. You, Surong & Hu, Liangjian & Mao, Wei & Mao, Xuerong, 2015. "Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 8-16.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Arts, Joachim & Kiesmüller, Gudrun P., 2013. "Analysis of a two-echelon inventory system with two supply modes," European Journal of Operational Research, Elsevier, vol. 225(2), pages 263-272.
    2. Zhou, Jianping & Park, Ju H. & Ma, Qian, 2016. "Non-fragile observer-based H∞ control for stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 69-83.
    3. Peng, Dongxue & Li, Xiaodi & Rakkiyappan, R. & Ding, Yanhui, 2021. "Stabilization of stochastic delayed systems: Event-triggered impulsive control," Applied Mathematics and Computation, Elsevier, vol. 401(C).
    4. Svoboda, Josef & Minner, Stefan & Yao, Man, 2021. "Typology and literature review on multiple supplier inventory control models," European Journal of Operational Research, Elsevier, vol. 293(1), pages 1-23.
    5. Liu, Zhe & Wang, Shihai & Liu, Bin & Kang, Rui, 2023. "Change point software belief reliability growth model considering epistemic uncertainties," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
    6. Qi Wang & Huabin Chen & Chenggui Yuan, 2022. "A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations," Mathematics, MDPI, vol. 10(6), pages 1-11, March.
    7. Natalya O. Sedova & Olga V. Druzhinina, 2023. "Exponential Stability of Nonlinear Time-Varying Delay Differential Equations via Lyapunov–Razumikhin Technique," Mathematics, MDPI, vol. 11(4), pages 1-15, February.
    8. Ritu Bibyan & Sameer Anand & Anu G. Aggarwal & Abhishek Tandon, 2023. "Multi-release testing coverage-based SRGM considering error generation and change-point incorporating the random effect," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(5), pages 1877-1887, October.
    9. Sillanpää, Ville & Liesiö, Juuso & Käki, Anssi, 2021. "Procurement decisions over multiple periods under piecewise-linear shortage costs and fixed capacity commitments," Omega, Elsevier, vol. 100(C).
    10. Klosterhalfen, Steffen & Kiesmüller, Gudrun & Minner, Stefan, 2011. "A comparison of the constant-order and dual-index policy for dual sourcing," International Journal of Production Economics, Elsevier, vol. 133(1), pages 302-311, September.
    11. Zihan Zou & Yinfang Song & Chi Zhao, 2022. "Razumikhin Theorems on Polynomial Stability of Neutral Stochastic Pantograph Differential Equations with Markovian Switching," Mathematics, MDPI, vol. 10(17), pages 1-15, August.
    12. Mao, Wei & Hu, Liangjian & Mao, Xuerong, 2015. "The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 883-896.
    13. Lifu Wang & Bo Shen, 2023. "On the Parallelization Upper Bound for Asynchronous Stochastic Gradients Descent in Non-convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 196(3), pages 900-935, March.
    14. Cheng, Pei & Deng, Feiqi, 2010. "Global exponential stability of impulsive stochastic functional differential systems," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1854-1862, December.
    15. Peng, Shiguo & Jia, Baoguo, 2010. "Some criteria on pth moment stability of impulsive stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1085-1092, July.
    16. Mao, Wei & Zhu, Quanxin & Mao, Xuerong, 2015. "Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps," Applied Mathematics and Computation, Elsevier, vol. 254(C), pages 252-265.
    17. Younes Hamdouch & Youssef Boulaksil & Kilani Ghoudi, 2023. "Dual sourcing inventory management with nonconsecutive lead times from a supply chain perspective: a numerical study," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(3), pages 1013-1041, September.
    18. Boulaksil, Youssef & Hamdouch, Younes & Ghoudi, Kilani & Fransoo, Jan C., 2021. "Comparing policies for the stochastic multi-period dual sourcing problem from a supply chain perspective," Other publications TiSEM 242598b9-99de-4a3c-a1a9-4, Tilburg University, School of Economics and Management.
    19. Boulaksil, Youssef & Hamdouch, Younes & Ghoudi, Kilani & Fransoo, Jan C., 2021. "Comparing policies for the stochastic multi-period dual sourcing problem from a supply chain perspective," International Journal of Production Economics, Elsevier, vol. 232(C).
    20. Jude Bayham & Jonathan K. Yoder, 2012. "Wildfire Hazards: A Model of Disaster Response," Working Papers 2012-9, School of Economic Sciences, Washington State University.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:222:y:2012:i:3:p:523-528. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.