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Volumn , Issue , 2004, Pages 1-22

Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems

Author keywords

Lyapunov equations; Periodic systems; Stochastic differential equation; Uniform exponential stability

Indexed keywords


EID: 3042527701     PISSN: 14173875     EISSN: None     Source Type: Journal    
DOI: 10.14232/ejqtde.2004.1.4     Document Type: Article
Times cited : (6)

References (13)
  • 2
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    • (1990) SIAM.J.Control and Optimization , vol.28 , Issue.2 , pp. 359-381
    • Prato, G.D.1    Ichikawa, A.2
  • 3
    • 2442537391 scopus 로고
    • Quadratic control for linear periodic systems
    • G.Da.Prato, A.Ichikawa, Quadratic control for linear periodic systems, Appl. Math. Optim., 18(1988), pp. 39-66.
    • (1988) Appl. Math. Optim. , vol.18 , pp. 39-66
    • Prato, G.D.1    Ichikawa, A.2
  • 4
    • 0023400954 scopus 로고
    • Lyapunov equations for time-varying linear systems
    • G.Da.Prato, A.Ichikawa, Lyapunov equations for time-varying linear systems , Systems and Control Letters 9(1987), pp. 165-172.
    • (1987) Systems and Control Letters , vol.9 , pp. 165-172
    • Prato, G.D.1    Ichikawa, A.2
  • 7
    • 0024105629 scopus 로고
    • Germani, Jetto, Piccioni, Galerkin approximations for optimal linear filtering of infinite -dimensional linear systems
    • Germani, Jetto, Piccioni, Galerkin approximations for optimal linear filtering of infinite -dimensional linear systems, SIAM J. Control and Optim. 26(1988), pp.1287-2305.
    • (1988) SIAM J. Control and Optim. , vol.26 , pp. 1287-2305
  • 10
    • 0021880120 scopus 로고
    • Mean square stability for discrete bounded linear systems in Hilbert space
    • C. S. Kubrusly, Mean square stability for discrete bounded linear systems in Hilbert space, SIAM J. Control and Optimization, 23(1985), 1, pp.19-29.
    • (1985) SIAM J. Control and Optimization , vol.23 , Issue.1 , pp. 19-29
    • Kubrusly, C.S.1
  • 11
    • 0003316678 scopus 로고
    • Semigroups of Linear Operators and Applications to Partial Differential Equations
    • Springer Verlag, Berlin - New York
    • A.Pazy , Semigroups of Linear Operators and Applications to Partial Differential Equations, Applied Mathematical Sciences 44, Springer Verlag, Berlin - New York, 1983.
    • (1983) Applied Mathematical Sciences , vol.44
    • Pazy, A.1
  • 12
    • 0025398841 scopus 로고
    • Optimal control for an infinite-dimensional periodic problem under white noise perturbations
    • C. Tudor, Optimal control for an infinite-dimensional periodic problem under white noise perturbations, SIAM J. Control and Optimization, vol 28, 2(1990), pp 253-264.
    • (1990) SIAM J. Control and Optimization , vol.28 , Issue.2 , pp. 253-264
    • Tudor, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.