期刊
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
卷 52, 期 4, 页码 2595-2622出版社
SIAM PUBLICATIONS
DOI: 10.1137/14095251X
关键词
stability; stabilization; Brownian motion; Poisson process; Markov chain
资金
- National Science Foundation of China [11001091]
- Program for New Century Excellent Talents in University
- Fundamental Research Funds for the Central Universities
- National Science Foundation [DMS-1207667]
- Direct For Mathematical & Physical Scien
- Division Of Mathematical Sciences [1207667] Funding Source: National Science Foundation
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 (explosion suppression) and stabilization are achieved by introducing appropriate diffusions together with Poisson and Markov chain perturbations. This work reveals the impact of various random effects on the underlying systems for almost sure and pth-moment stability and provides insight on stability and stabilization of switching jump diffusion systems.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据