Exponential stabilizability of stochastic systems with Markovian jumping parameters

Authors
Boukas, EK Yang, H
Citation
Ek. Boukas et H. Yang, Exponential stabilizability of stochastic systems with Markovian jumping parameters, AUTOMATICA, 35(8), 1999, pp. 1437-1441
Citations number
15
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATICA
ISSN journal
00051098 → ACNP
Volume
35
Issue
8
Year of publication
1999
Pages
1437 - 1441
Database
ISI
SICI code
0005-1098(199908)35:8<1437:ESOSSW>2.0.ZU;2-H
Abstract
This paper deals with the exponential stabilizability of the class of stoch astic systems with jumps. For the case of linear uncertain stochastic syste m, we have designed an optimal control law that guarantees the exponential stability robustness of systems with Markovian jumps. For the nonlinear cas e with matching conditions, we have established a similar result. (C) 1999 Elsevier Science Ltd. All rights reserved.