Stability of Hybrid Stochastic Systems with Time-Delay
نویسندگان
چکیده
منابع مشابه
Stability of Stochastic Delay Hybrid Systems with Jumps
The jump diffusion process has come to play an important role in many branches of science and industry. In their book [25], Øksendal and Sulem have studied the optimal control, optimal stopping and impulse control for jump diffusion processes. In mathematical finance theory, many researchers have developed option pricing theory, for example, Merton [24] was the first to use the jump process to ...
متن کاملExponential Stability of Nonlinear Stochastic Systems with Time-delay
This note studies the exponential stability of nonlinear stochastic systems with time delay. Firstly, a more general Lyapunov-Krasovskii functional is constructed, and based on Ito calculus rules for stochastic systems, a novel delay-dependent sufficient condition for exponential stability in mean square is derived in terms of linear matrix inequalities, and it is proved in theory that the obta...
متن کاملStability of Hybrid Impulsive Systems with Time Delay and Stochastic Effects
In this paper, a class of hybrid impulsive systems with time delays and stochastic effects are considered. We obtain some criteria on the global exponential stability in mean square for the impulsive stochastic delayed systems. To do this, differential inequalities and L-operator inequalities are developed. An example is given to illustrate the effectiveness of our results.
متن کاملMoment Asymptotic Stability of Stochastic Hybrid Delay Systems
In this paper we investigate the moment asymptotic stability for the nonlinear stochastic hybrid delay systems. Sufficient criteria on the stabilization and robust stability are also established for linear stochastic hybrid delay systems. Copyright c ©2005 IFAC
متن کاملFinite time stabilization of time-delay nonlinear systems with uncertainty and time-varying delay
In this paper, the problem of finite-time stability and finite-time stabilization for a specific class of dynamical systems with nonlinear functions in the presence time-varying delay and norm-bounded uncertainty terms is investigated. Nonlinear functions are considered to satisfy the Lipchitz conditions. At first, sufficient conditions to guarantee the finite-time stability for time-delay nonl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ISRN Mathematical Analysis
سال: 2014
ISSN: 2090-4665
DOI: 10.1155/2014/423413