具有半马尔科夫切换的随机微分系统的随机稳定性
Stochastic stability of stochasticdifferential systems with semi-Markovian switching
本文研究了具有半马尔科夫切换的随机微分系统的稳定性。我们在适当的条件下将这类系统转化为马尔可夫过程并给出这类过程的生成元。 然后, 我们再给出这类系统指数稳定的充分条件。
In this paper, we investigates the stability of switched stochastic differential systems whose switching signal is a semi-Markovian process. Firstly, we transform this kind of systems to Markovprocesses and define their generators under suitable condition.Secondly, we give some sufficient conditions for their exponentialstability.
侯贤敏、侯振挺、张卓
数学
半马尔可夫过程Dynkin公式指数稳定
Semi Markovian processDynkin formulaexponentialstability
侯贤敏,侯振挺,张卓.具有半马尔科夫切换的随机微分系统的随机稳定性[EB/OL].(2017-05-11)[2025-08-18].http://www.paper.edu.cn/releasepaper/content/201705-696.点此复制
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