On the exponential stability of stochastic Markovian jump systems

This paper deals with the exponential stability of the class of stochastic systems with jumps. For the linear case, a sufficient condition, which guarantees that the nominal system with a bounded diffusion term remains stable under a state feedback control law, is established. For the case of uncertain linear stochastic system, we have designed an optimal control law that guarantees the robust exponential stability of the systems. Finally, for the nonlinear case with matching conditions, we have established a similar result.