Automatica, Vol.43, No.2, 264-273, 2007
Stabilization and destabilization of hybrid systems of stochastic differential equations
This paper aims to determine whether or not a stochastic feedback control can stabilize or destabilize a given nonlinear hybrid system. New methods are developed and sufficient conditions on the stability and instability for hybrid stochastic differential equations are provided. These results are then used to examine stochastic stabilization and destabilization. (C) 2006 Elsevier Ltd. All rights reserved.
Keywords:jump linear system;stochastic differential equation;Brownian motion;Markov chain;stationary distribution;stabilization