Exponential stabilizability of stochastic systems with Markovian jumping parameters

被引：57

作者：

Boukas, EK ^{[1
]}

Yang, H

机构：

[1] Ecole Polytech, Dept Mech Engn, POB 6079,Stn Centreville, Montreal, PQ H3C 3A7, Canada

[2] Univ Hong Kong, Dept Stat, Hong Kong, Peoples R China

来源：

AUTOMATICA | 1999年 / 35卷 / 08期

基金：

加拿大自然科学与工程研究理事会;

关键词：

D O I：

10.1016/S0005-1098(99)00033-3

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. (C) 1999 Elsevier Science Ltd. All rights reserved.

引用

页码：1437 / 1441

页数：5

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