Exponential stabilizability of stochastic systems with Markovian jumping parameters

E.K. Boukas; Hailiang Yang

doi:10.1016/S0005-1098

Exponential stabilizability of stochastic systems with Markovian jumping parameters

E.K. Boukas^*
, Hailiang Yang

^*Corresponding author for this work

The University of Hong Kong
Ecole Polytechnique de Montreal,

Research output: Contribution to journal › Article › peer-review

79 Citations (Scopus)

Abstract

This paper deals with the exponential stabilizability of the class of stochastic systems with jumps. For the case of linear uncertain stochastic system, we have designed an optimal control law that guarantees the exponential stability robustness of systems with Markovian jumps. For the nonlinear case with matching conditions, we have established a similar result.

Original language	English
Pages (from-to)	1437-1441
Journal	Automatica
Volume	35
Issue number	8
DOIs	https://doi.org/10.1016/S0005-1098
Publication status	Published - 1999
Externally published	Yes

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title = "Exponential stabilizability of stochastic systems with Markovian jumping parameters",

abstract = "This paper deals with the exponential stabilizability of the class of stochastic systems with jumps. For the case of linear uncertain stochastic system, we have designed an optimal control law that guarantees the exponential stability robustness of systems with Markovian jumps. For the nonlinear case with matching conditions, we have established a similar result.",

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year = "1999",

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AU - Boukas, E.K.

AU - Yang, Hailiang

PY - 1999

Y1 - 1999

N2 - This paper deals with the exponential stabilizability of the class of stochastic systems with jumps. For the case of linear uncertain stochastic system, we have designed an optimal control law that guarantees the exponential stability robustness of systems with Markovian jumps. For the nonlinear case with matching conditions, we have established a similar result.

AB - This paper deals with the exponential stabilizability of the class of stochastic systems with jumps. For the case of linear uncertain stochastic system, we have designed an optimal control law that guarantees the exponential stability robustness of systems with Markovian jumps. For the nonlinear case with matching conditions, we have established a similar result.

U2 - 10.1016/S0005-1098

DO - 10.1016/S0005-1098

M3 - Article

SN - 0005-1098

VL - 35

SP - 1437

EP - 1441

JO - Automatica

JF - Automatica

IS - 8

ER -

Exponential stabilizability of stochastic systems with Markovian jumping parameters

Abstract

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