Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions
نویسندگان
چکیده
منابع مشابه
Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems
This work focuses on regime-switching jump diffusions, which include three classes of random processes, Brownian motions, Poisson processes, and Markov chains. First, a scalar linear system is treated as a benchmark model. Then stabilization of systems with one-sided linear growth is considered. Next, nonlinear systems that have a finite explosion time are treated, in which regularization (expl...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2017
ISSN: 0363-0129,1095-7138
DOI: 10.1137/16m1082470