Parametrized Riccati equations for controlled linear differential systems with jump Markov perturbations

Stochastic Analysis and Applications

Volumn 16, Issue 4, 1998, Pages 661-682

  Morozan, T ^a  

^a INSTITUTE OF MATHEMATICS   (Romania)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032398009     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999808809555     Document Type: Article

References (10)

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5. T. Morozan, Stability radii of some linear time-varying stochastic differential systems Stochastic Analysis and Applications, 15, 3, (1997).
6. T. Morozan, Parametrized Riccati equations associated to input-output operators for time-varying stochastic differential equations with state-dependent noise, Preprint series Inst. of Math. of Roum. Academy, 37, (1995).
7. T. Morozan, Stability radii of some stochastic differential equations, Stochastics and Stochastics Reports 54,(1995), 281-291.
8. T. Morozan, Stability and control for linear systems with jump Markov perturbations, Stoch. Analysts and Appl, 13, 1, (1995), 91-110.
9. W. M. Wonham, Random differential equations in control theory, Probabilistic methods in Applied Math., vol. 2, Academic Press , (1970).
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