Stochastic Stability Criteria for Neutral Distributed Parameter Systems with Markovian Jump
This paper deals with the problem of stochastic stability for a class of neutral distributed parameter systems with Markovian jump. In this model, we only need to know the absolute maximum of the state transition probability on the principal diagonal line; other transition rates can be completely un...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/9450786 |
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