Stability of a pure random delay system with two-time-scale Markovian switching

Fuke Wu, Gang George Yin, Le Yi Wang

Research output: Contribution to journalArticleResearchpeer-review

25 Citations (Scopus)


This work examines almost sure stability of a pure random delay system whose delay time is modeled by a finite state continuous-time Markov chain with two-time scales. The Markov chain contains a fast-varying part and a slowly-changing part. Using the properties of the weighted occupation measure of the Markov chain, it is shown that the overall system s almost sure-asymptotic stability can be obtained by using the averaged delay. This feature implies that even if some longer delay times may destabilize the system individually, the system may still be stable if their impact is balanced. In other words, the Markov chain becomes a stabilizing factor. Numerical results are provided to demonstrate our results.
Original languageEnglish
Pages (from-to)878 - 905
Number of pages28
JournalJournal of Differential Equations
Issue number3
Publication statusPublished - 2012
Externally publishedYes

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