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The problem of finite-time guaranteed cost control of a class of stochastic systems is concerned in this paper. First, the class of stochastic systems is driven by Brownian motion. Second, a new definition of guaranteed cost control is provided, which is concerned on both the mathematic expectation and the time of the operation of the system. Third, some sufficient conditions are obtained by in terms...
The problem of passive analysis and control for stochastic differential systems with Markov switching and time delay is investigated. A new conception of passivity is presented, and the condition for delay-dependent passiveness of such stochastic systems is obtained by constructing a new type of Lyapunov-Krasovskii function, employing model transformation and Newton-Leibniz equality and slack matrix...
The exponential stability of nonlinear Ito differential systems with Markovian switching is studied. According to the theory of stability of stochastic systems and Ito differential formula, by choosing proper stochastic Lyapunov function, applying generalized Ito formula, some sufficient conditions of exponential stability of such system was obtained, which improved existed results, with less conversations.
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