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Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps.
Zhao-Yan Li
Bin Zhou
James Lam
Yong Wang
Published in:
Appl. Math. Comput. (2011)
Keyphrases
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iterative algorithms
stochastic systems
conservation laws
stochastic models
chaotic systems
sample path
confidence intervals
markov chain
sufficient conditions
control scheme
lower bound
closed loop
asymptotic analysis