Global stability of stochastic systems with Poisson distributed random time-delay

Akaninyene Udo Udom and Quanxin Zhu

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 6, 1305-1315

Abstract: This paper gives global stability criteria for a controlled stochastic system with randomly distributed time-delay. The delay function is governed by a homogeneous Poisson process and is independent of the stochastic perturbation on the system. A delay-dependent gain controller is constructed and used to develop a stabilization criterion for the system. Based on the Lyapunov-Krasovskii functional method and stochastic analysis theory, notions of stochastic stability are examined in terms of linear matrix inequality and global stability criteria derived.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:6:p:1305-1315

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DOI: 10.1080/03610926.2018.1429629

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