Stabilization in Distribution by Delay Feedback Control for Hybrid Stochastic Differential Equations

This article is concerned with the design of a feedback control based on past states in order to make given unstable hybrid stochastic differential equation (SDE) be stable distribution (stabilization distribution). first this direction. Under global Lipschitz condition coefficients SDE, we will show that stabilization can achieved by linear delay controls. In particular, discuss how controls two structure cases: state and output injection.