Stochastic stability of linear time-delay system with Markovian jumping parameters.
Benjelloun, K., Boukas, E.K. (1997)
Mathematical Problems in Engineering
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Benjelloun, K., Boukas, E.K. (1997)
Mathematical Problems in Engineering
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Boukas, E.K., Yang, H. (1996)
Mathematical Problems in Engineering
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Boukas, E.K., Yang, H. (1997)
Mathematical Problems in Engineering
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Jaime Martínez Sánchez, Elena Zaitseva (2015)
Kybernetika
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We study the stability of average optimal control of general discrete-time Markov processes. Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random vectors determinating the “original and the perturbated” control processes.
Katafygiotis, Lambros, Tsarkov, Yevgeny (1999)
Journal of Applied Mathematics and Stochastic Analysis
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Shaikhet, Leonid E., Roberts, Jason A. (2006)
Advances in Difference Equations [electronic only]
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Luo, Jiaowan (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Evgueni I. Gordienko, Antonio Garcia, Juan Ruiz de Chavez (2009)
Kybernetika
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We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.
Cui, Jia-Rui, Hu, Guang-Da, Zhu, Qiao (2011)
Discrete Dynamics in Nature and Society
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Marta Tyran-Kamińska (2002)
Annales Polonici Mathematici
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A generalization of the Poisson driven stochastic differential equation is considered. A sufficient condition for asymptotic stability of a discrete time-nonhomogeneous Markov process is proved.
Michael C. Mackey, Marta Tyran-Kamińska (2008)
Annales Polonici Mathematici
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A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence of a unique stationary density and give sufficient conditions for asymptotic stability.