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Stability of stochastic systems with jumps

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  • E. K. Boukas
  • H. Yang

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.

Suggested Citation

  • E. K. Boukas & H. Yang, 1996. "Stability of stochastic systems with jumps," Mathematical Problems in Engineering, Hindawi, vol. 3, pages 1-13, January.
    • Handle: RePEc:hin:jnlmpe:760274
    DOI: 10.1155/S1024123X97000513
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    Cited by:

    1. Bin Liu & Bo Xu & Guohua Zhang & Lisheng Tong, 2019. "Review of Some Control Theory Results on Uniform Stability of Impulsive Systems," Mathematics, MDPI, vol. 7(12), pages 1-28, December.

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