Stability and boundedness of nonlinear hybrid stochastic differential delay equations.
Liangjian HuXuerong MaoYi ShenPublished in: Syst. Control. Lett. (2013)
Keyphrases
- nonlinear equations
- sufficient conditions
- stability analysis
- lyapunov function
- linear systems
- stochastic differential equations
- numerical integration
- linear matrix inequality
- nonlinear partial differential equations
- difference equations
- wave equation
- linear quadratic
- finite difference
- linear gaussian
- simple linear
- euler lagrange
- differential equations
- ordinary differential equations
- numerical solution
- delay dependent
- linear equations
- stochastic programming problems
- monte carlo
- asymptotic stability
- energy functional
- boundary value problem
- nonlinear systems
- stochastic processes
- control system