On the stability radii of continuous-time Markov jump linear systems

This paper introduces the subject of stability radii for continuous-time infinite Markov jump linear systems (MJLS) with respect to complex unstructured perturbations. Among the results derived here we highlight: lower and upper bounds for the radius; a connection between the radius and a certain robust stability margin with respect to uncertainty on the transition rate matrix of the Markov process; and an explicit formula for the stability radius of two-mode scalar MJLS. Some examples are addressed in an attempt to illustrate the applicability of the main results, as well as some of their limitations.