Stability radii of some time-varying linear stochastic differential systems

Stochastic Analysis and Applications

Volumn 15, Issue 3, 1997, Pages 387-397

  Morozan, T ^a  

^a INSTITUTE OF MATHEMATICS   (Romania)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031491173     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999708809483     Document Type: Article

References (8)

1. A. El Bouhtouri and A.J. Pritchard, Stability radii of linear systems with respect to stochastic perturbations, Systems Control Lett., 19, 1992, 29-33.
2. A. El Bouhtouri and A.J. Pritchard, A Riccati equation approach to maximizing the stability radius of a linear system by state feedback under structured stochastic Lipschitzian perturbations, Systems Control Lett., 21, 1993, 475-484.
3. A. Friedman, Stochastic Differential Equations and Applications, vol. 1, Academic Press, New-York, 1975.
4. I.I. Gikhman and A.V. Skorokhod, Stochastic differential equations, Springer-Verlag, vol. 72, New-York, 1973.
5. D. Hinrichsen and A.J. Pritchard, Real and complex stability radii, a survey, in: D. Hinrichsen, B. Martensson, Eds., Control of Uncertain Systems, Birkhauser, Basel, 1990, 119-163.
6. T. Morozan, Stochastic uniform observability and Riccati equations of stochastic control, Revue Roum. Math. Pures et Appl., 38, 1993, 771-781.
7. T. Morozan, Almost periodic solutions for Riccati equations of stochastic control, Appl. Math. Optim., 30, 1994, 127-133.
8. T. Morozan, Stability radii of some stochastic differential equations, Stochastics and Stochastic Reports, to appear.