Scalar first order linear autonomous neutral delay differential equations are considered. A basic asymptotic criterion is obtained. Also, a nonoscillation result is derived. Moreover, a useful exponential estimate for the solutions is established and a stability criterion is given.
We study the mean square stability and the LQ control of discrete time Markov Jump Linear Systems where the Markov chain has a general state space. The mean square stability is characterized by the spectral radius of an operator describing the evolution of the second moment of the state vector. Two equivalent tests for the mean square stability are obtained based on the existence of a positive definite solution to a Lyapunov equation and a uniformity result respectively. An algorithm for testing the mean square stability is also developed based on the uniformity result. The finite and infinite horizon LQ problems are considered and their solutions are characterized by appropriate Riccati integral equations. An application to Networked Control Systems (NCS) is finally presented and a simple example is studied via simulation.Index Terms-Markov jump linear systems, stochastic optimal control, stochastic stability.
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