Mean-square stability of stochastic differential time-lag systems

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dc.contributor.authorLim, C.C.
dc.contributor.authorTeo, K.L.
dc.date.issued1989
dc.description.abstractTwo sets of sufficient conditions for the mean-square asymptotic stability of the equilibrium state of linear differential time-lag systems with non-stationary random coefficients are derived. Each of the sets of sufficient conditions is then shown to be equivalent to a corresponding unconstrained optimization problem. Hence, it can readily be solved by standard efficient optimization techniques. The usual trial-and-error method of finding the required parameters to satisfy the stability conditions can now be avoided.
dc.description.statementofresponsibilityC. C. Lim and K. L. Teo
dc.identifier.citationInternational Journal of Systems Science, 1989; 20(5):859-863
dc.identifier.doi10.1080/00207728908910173
dc.identifier.issn0020-7721
dc.identifier.issn1464-5319
dc.identifier.orcidLim, C.C. [0000-0002-2463-9760]
dc.identifier.urihttp://hdl.handle.net/2440/85336
dc.language.isoen
dc.publisherTaylor & Francis
dc.rights© 1989 Taylor & Francis Ltd.
dc.source.urihttp://dx.doi.org/10.1080/00207728908910173
dc.titleMean-square stability of stochastic differential time-lag systems
dc.typeJournal article
pubs.publication-statusPublished

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