Stabilisation of hybrid stochastic differential equations by delay feedback control

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stabilisation of hybrid stochastic differential equations by delay feedback control

This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic differential equations with Markovian switching) by delay feedback controls. Although the stabilisation by nondelay feedback controls for such equations has been discussed by several authors, there is so far little on the stabilisation by delay feedback co...

متن کامل

Stabilisation of Hybrid Stochastic Differential Equations by Feedback Control based on Discrete-time Observations of State and Mode

Mao [10] recently initiated the study of the mean-square exponential stabilisation of continuous-time hybrid stochastic differential equations (SDEs) by the feedback controls based on the discrete-time observations of the state. However, the feedback controls still depend on the continuous-time observations of the mode. Of course this is perfectly fine if the mode of the system is obvious (i.e....

متن کامل

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

متن کامل

Mixed Stochastic Delay Differential Equations

where W is a Wiener process, Z is a Hölder continuous process with Hölder exponent greater than 1/2, the coefficients a, b, c depend on the past of the process X . The integral with respect to W is understood in the usual Itô sense, while the one with respect to Z is understood in the pathwise sense. (A precise definition of all objects is given in Section 2.) We will call this equation a mixed...

متن کامل

Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations

We study optimal control problems for (time-)delayed stochastic differential equations with jumps. We establish sufficient and necessary stochastic maximum principles for an optimal control of such systems. The associated adjoint processes are shown to satisfy a (time-) advanced backward stochastic differential equation (ABSDE). Several results on existence and uniqueness of such ABSDEs are sho...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Systems & Control Letters

سال: 2008

ISSN: 0167-6911

DOI: 10.1016/j.sysconle.2008.05.002