Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching

Download

Full text for this resource is not available from the Research Repository.

Export

Hou, Zhenting, Hailing, Dong and Shi, Peng (2007) Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching. The Australia and New Zealand Industrial and Applied Mathematics Journal (ANZIAM), 49 (2). pp. 231-241. ISSN 1446-1811

Abstract

In this paper, finite phase semi-Markov processes are introduced. By introducing variables and a simple transformation, every finite phase semi-Markov process can be transformed to a finite Markov chain which is called its associated Markov chain. A consequence of this is that every phase semi-Markovian switching system may be equivalently expressed as its associated Markovian switching system. Existing results for Markovian switching systems may then be applied to analyze phase semi-Markovian switching systems. In the following, we obtain asymptotic stability for the distribution of nonlinear stochastic systems with semi-Markovian switching. The results can also be extended to general semi-Markovian switching systems. Finally, an example is given to illustrate the feasibility and effectiveness of the theoretical results obtained.

Dimensions Badge

Altmetric Badge

Item type	Article
URI	https://vuir.vu.edu.au/id/eprint/3243
DOI	10.1017/S1446181100012803
Subjects	Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM) Historical > FOR Classification > 0199 Other Mathematical Sciences Information Systems
Keywords	ResPubID18772, phase distribution, semi-Markovian switching, associated Markov chain, asymptotic stability in distribution
Citations in Scopus	10 - View on Scopus
Download/View statistics	View download statistics for this item