Cover Image

Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation

We obtain sufficient conditions for the stability of a dynamical system in a semi-Markov medium under the conditions of diffusion approximation by using asymptotic properties of the compensation operator for a semi-Markov process and properties of the Lyapunov function for an averaged system.

Saved in:

Bibliographic Details
Date:	2007
Main Authors:	Chabanyuk, Ya. M., Чабанюк, Я. М.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2007
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3388
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

Stability of a Dynamical System with Semi-Markov Switchings under Conditions of Stability of the Averaged System
by: Korolyuk, V. S., et al.
Published: (2002)

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Rosa, V., et al.
Published: (2018)

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Ya. Chabaniuk, et al.
Published: (2018)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V.S., et al.
Published: (2005)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V. S., et al.
Published: (2005)

Continuous procedure of stochastic approximation in a semi-Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2004)

Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2006)

Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation
by: Goncharova, S. Ya., et al.
Published: (1999)

Asymptotic normality of fluctuations of the procedure of stochastic approximation with diffusive perturbation in a Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2006)

Levy approximation of processes with locally independent increments with semi-Markov switching
by: Koroliuk, V.S., et al.
Published: (2009)

Stochastic optimization with semi-Markov switching and impulsive perturbations
by: V. R. Kukurba
Published: (2013)

Stability of stochastic systems of random structure with markov switchings and perturbations
by: T. O. Lukashiv, et al.
Published: (2017)

Peculiarities of construction and analysis of the information warfare model at markov switchings and impulse perturbations under Levy approximation conditions
by: I. V. Samoilenko, et al.
Published: (2021)

Stability of semi-markov evolution systems and its application in financial mathematics
by: Biirdeinyi, A. G., et al.
Published: (1996)

Stochastic approximation procedure with impulsive Markov perturbations
by: Chabanyuk, Ya.M., et al.
Published: (2011)

Synthesis of optimal control of stochastic dynamical systems of random structure with Markov switchings
by: A. Das, et al.
Published: (2017)

A Model of Alcohol Consumption with Semi-Markov Variable Coefficients
by: Чабанюк, Ярослав, et al.
Published: (2024)

Asymptotic dissipativity for merged stochastic evolutionary systems with markov switchings and impulse perturbations under conditions of Levy aproximations
by: I. V. Samoilenko, et al.
Published: (2020)

Asymptotics of normalized control with Markov switchings
by: A. V. Nikitin, et al.
Published: (2016)

Asymptotics of normalized control with Markov switchings
by: Nikitin, A. V., et al.
Published: (2016)

Diffusion approximation of stochastic Markov models with persistent regression
by: Koroliuk, D., et al.
Published: (1995)

Diffusion approximation of stochastic Markov models with persistent regression
by: Koroliuk, D., et al.
Published: (1995)

Stability of stochastic systems in the diffusion-approximation scheme
by: Korolyuk, V. S., et al.
Published: (1998)

Hedging of options under mean-square criterion and semi-Markov volatility
by: Svishchuk, A.V.
Published: (1995)

Hedging of options under mean-square criterion and semi-Markov volatility
by: Svishchuk, A. V., et al.
Published: (1995)

Optimal control in diffusion stochastic nonlinear functional-differential Ito equations with Markov parameters and external markovian switching
by: V. K. Jasinskij, et al.
Published: (2016)

On stability of linear impulse systems with switchings
by: V. I. Slynko, et al.
Published: (2016)

Stochastic Modeling of Technological Labor Market Dynamics with Fast Markov Switching Via the Averaging Principle
by: Сачовська, Віталіна, et al.
Published: (2026)

A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)

The distribution of random motion in semi-Markov media
by: A. Pogorui
Published: (2012)

A semi-Markov model of inventory control
by: P. S. Knopov, et al.
Published: (2016)

Semi-Markov reward models for disability insurance
by: Stenberg, F., et al.
Published: (2006)

Convergence of a semi-Markov process and an accompanying
by: Malik, V. F., et al.
Published: (2010)

On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process
by: Bondarenko, G. I., et al.
Published: (2004)

Markov chains with discrete intervention of accident forming a semi-Markov process
by: Yezhоv, I. I., et al.
Published: (1966)

About some multi-task model for semi-markov inventory system
by: T. V. Pepeljaeva, et al.
Published: (2015)

Stochastic optimization procedure for testing model in semi-Markov environment
by: V. R. Kukurba, et al.
Published: (2014)

On the stability of dynamic systems with certain switchings, which consist of linear subsystems without delay
by: Ja. Khusainov, et al.
Published: (2021)

Asymptotic Dissipativity of Lorenz model with Markov Switching for the City Development
by: Кінаш, Анастасія Володимирівна, et al.
Published: (2016)

Asymptotic Dissipativity of Lorenz model with Markov Switching for the City Development
by: A. V. Kinash, et al.
Published: (2016)