Stability of hybrid stochastic retarded systems

Lirong Huang, Xuerong Mao, Feiqi Deng

Research output: Contribution to journalArticle

38 Citations (Scopus)
18 Downloads (Pure)

Abstract

Abstract-In the past few years, hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), including hybrid stochastic delay systems, have been intensively studied. Among the key results, Mao et al. proposed the Razumikhin-type theorem on exponential stability of stochastic functional differential equations with Markovian switching and its application to hybrid stochastic delay interval systems. However, the importance of general asymptotic stability has not been considered. This paper is to study Razumikhin-type theorems on general theorem moment asymptotic stability of hybrid stochastic retarded systems. The proposed theorems apply to complex systems including some cases when the existing results cannot be used.
Original languageEnglish
Pages (from-to)3413-3420
Number of pages7
JournalIEEE Transactions on Circuits and Systems I: Regular Papers
Volume55
Issue number11
DOIs
Publication statusPublished - 2008

Keywords

  • asymptotic stability
  • markov chain
  • razumikhintypetheorems
  • retarded systems
  • stochastic systems

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