Invariant density, Lapunov exponent, and almost sure stability of Markovian-regime-switching linear systems-Reference-Cited by-同舟云学术

Invariant density, Lapunov exponent, and almost sure stability of Markovian-regime-switching linear systems

Published:2011-02 Issue:1 Volume:24 Page:79-92
ISSN:1009-6124
Container-title:Journal of Systems Science and Complexity
language:en
Short-container-title:J Syst Sci Complex

Author:

He Qi,Yin Gang George

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Computer Science (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s11424-011-9018-z.pdf

Reference15 articles.

1. M. M. Benderskii and L. A. Pastur, The spectrum of the one-dimensional Schrodinger equation with random potential, Mat. Sb., 1972, 82: 273–284.

2. M. M. Benderskii and L. A. Pastur, Asymptotic behavior of the solutions of a second order equation with random coefficients, Teor. Funkciz̆ Funkcional. Anal. i Priložen, 1973, 22: 3–14.

3. Lecture Notes in Math.;K. A. Loparo,1986

4. G. Barone-Adesi and R. Whaley, Efficient analytic approximation of American option values, J. Finance, 1987, 42: 301–320.

5. M. H. A. Davis, Markov Models and Optimization, Chapman & Hall, London, UK, 1993.

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Note on Stability Analysis of Planar Linear Markovian Switching Systems;2023 42nd Chinese Control Conference (CCC);2023-07-24

2. Multicolour Poisson matching;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2021-11-01

3. A Result on Almost Sure Stability of Linear Continuous-Time Markovian Switching Systems;IEEE Transactions on Automatic Control;2018-07

4. Positive observer design for positive Markovian jump systems with partly known transition rates;Journal of Systems Science and Complexity;2016-12-23

5. Stochastic Stability of Markovianly Switched Systems;IEEE Transactions on Automatic Control;2013-08