Stability of Markovian jump stochastic parabolic Itô equations with generally uncertain transition rates

In this paper, the stability problem for delayed Markovian jump stochastic parabolic Ito^ equations (DMJSPIEs) subject to generally uncertain transition rates (GUTRs) is investigated via Lyapunov-Krasovskii functional and linear matrix inequality (LMI) method. In the model discussed, we suppose that...

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Published inApplied mathematics and computation Vol. 337; pp. 399 - 407
Main Authors Zhang, Caihong, Kao, Yonggui, Kao, Binghua, Zhang, Tiezhu
Format Journal Article
LanguageEnglish
Published Elsevier Inc 15.11.2018
Subjects
Exponential stability
Generally uncertain transition rate
LMI
Markovian jumping parameter
Stochastic parabolic Itô equation
LMI
Generally uncertain transition rate
Exponential stability
Stochastic parabolic Itô equation
Markovian jumping parameter
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Abstract In this paper, the stability problem for delayed Markovian jump stochastic parabolic Ito^ equations (DMJSPIEs) subject to generally uncertain transition rates (GUTRs) is investigated via Lyapunov-Krasovskii functional and linear matrix inequality (LMI) method. In the model discussed, we suppose that only part of the transition rates of the jumping process are known, namely, some factors have been already available, some elements have been simply known with lower and upper bounds, and the rest of elements may have no useful information. Lastly, the applicability and effectiveness of the obtained results are illustrated through an example.
AbstractList In this paper, the stability problem for delayed Markovian jump stochastic parabolic Ito^ equations (DMJSPIEs) subject to generally uncertain transition rates (GUTRs) is investigated via Lyapunov-Krasovskii functional and linear matrix inequality (LMI) method. In the model discussed, we suppose that only part of the transition rates of the jumping process are known, namely, some factors have been already available, some elements have been simply known with lower and upper bounds, and the rest of elements may have no useful information. Lastly, the applicability and effectiveness of the obtained results are illustrated through an example.
Author Kao, Yonggui
Zhang, Tiezhu
Kao, Binghua
Zhang, Caihong
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  surname: Zhang
  fullname: Zhang, Tiezhu
  organization: Shandong University of Technology, Zibo, 255000, China
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Keywords LMI
Generally uncertain transition rate
Exponential stability
Stochastic parabolic Itô equation
Markovian jumping parameter
Language English
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Snippet In this paper, the stability problem for delayed Markovian jump stochastic parabolic Ito^ equations (DMJSPIEs) subject to generally uncertain transition rates...
SourceID elsevier
SourceType Publisher
StartPage 399
SubjectTerms Exponential stability
Generally uncertain transition rate
LMI
Markovian jumping parameter
Stochastic parabolic Itô equation
Title Stability of Markovian jump stochastic parabolic Itô equations with generally uncertain transition rates
URI https://dx.doi.org/10.1016/j.amc.2018.04.050
Volume 337
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