Stability of Stochastic Systems with Jumps

E. K. Boukas*, H. Yang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

15 Citations (Scopus)


This paper deals with stochastic stability of systems with Markovian jumps and Brownian motion. Mainly, we present sufficient conditions for quadratic stabilization of Ito type stochastic linear and nonlinear systems with Markovian jumps and Brownian motion using state feedback control. We also prove the guaranteed cost property of the proposed control strategy for the linear case.

Original languageEnglish
Pages (from-to)173-185
Number of pages13
JournalMathematical Problems in Engineering
Issue number2
Publication statusPublished - 1996
Externally publishedYes


  • Ito Differential Equation
  • Lyapunov Function
  • Markov Process
  • Stochastic Stability
  • Systems with Markovian jumps and Brownian motion


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