Asymptotic Properties of Hybrid Diffusion Systems

@article{Zhu2007AsymptoticPO,
  title={Asymptotic Properties of Hybrid Diffusion Systems},
  author={C. Zhu and Gang George Yin},
  journal={SIAM J. Control and Optimization},
  year={2007},
  volume={46},
  pages={1155-1179}
}
In response to the increasing needs for control and optimization of hybrid systems, this work is concerned with such asymptotic properties as recurrence (also known as weak stochastic stability in the literature) and ergodicity of regime-switching diffusions. Using Liapunov functions, necessary and sufficient conditions for positive recurrence are developed. Then, ergodicity of positive recurrent regime-switching diffusions is obtained by constructing cycles using the associated discretetime… CONTINUE READING
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