Stability of stochastic hybrid Systems with Markovian switched controllers associated with a transfer function

Abstract

This paper is concerned with stochastic stability analysis for a kind of stochastic systems with Markovian switched controllers associated with a transfer function. Stability in probability and asymptotic stability in probability are discussed based on the Lyapunov method and the stochastic analysis. Sufficient conditions on a state-space representation of the system which guarantee stability are given. Two numerical examples are provided to illustrate the usefulness of our theoretical results.