Robust stability and controllability of stochastic differential delay equations with Markovian switching

نویسندگان

  • Chenggui Yuan
  • Xuerong Mao
چکیده

In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic di erential delay equations with Markovian switching. Some su0cient criteria on the controllability and robust stability are also established for linear stochastic di erential delay equations with Markovian switching. ? 2003 Elsevier Ltd. All rights reserved.

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عنوان ژورنال:
  • Automatica

دوره 40  شماره 

صفحات  -

تاریخ انتشار 2004