Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation (Q5039274): Difference between revisions

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scientific article; zbMATH DE number 7600091

Language	Label	Description	Also known as
English	Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation	scientific article; zbMATH DE number 7600091

Statements

instance of

scholarly article

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title

Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation (English)

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published in

SIAM Journal on Control and Optimization

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publication date

12 October 2022

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full work available at URL

https://arxiv.org/abs/2110.11544

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zbMATH Keywords

McKean-Vlasov

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feedback control

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stabilization

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discrete-time state observation

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distribution observation

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MaRDI profile type

MaRDI publication profile

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cites work

Conditioned stochastic differential equations: theory, examples and application to finance.

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Probabilistic Theory of Mean Field Games with Applications I

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An application of stochastic control theory to a bank portfolio choice problem

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Delay-Dependent Stochastic Stability and $H_{\infty} $-Control of Uncertain Neutral Stochastic Systems With Time Delay

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Stochastic stabilization of hybrid differential equations

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Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients

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Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients

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An Application of Stochastic Control Theory to Financial Economics

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On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations

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Comparison theorem for distribution-dependent neutral SFDEs

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Q3236483

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Neutral Stochastic Differential Delay Equations with Markovian Switching

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Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations

0 references

Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control

0 references

Stabilisation of hybrid stochastic differential equations by delay feedback control

0 references

Stabilization and destabilization of hybrid systems of stochastic differential equations

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Stability Analysis of Time-Varying Neutral Time-Delay Systems

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A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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Q3358031

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Distribution dependent SDEs for Landau type equations

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Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

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Identifiers

zbMATH Open document ID

1498.60242

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DOI

10.1137/21M1454997

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5039274

@@ Property / cites work @@
+Conditioned stochastic differential equations: theory, examples and application to finance.
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+An application of stochastic control theory to a bank portfolio choice problem
+Normal rank
@@ Property / cites work @@
+Delay-Dependent Stochastic Stability and $H_{\infty} $-Control of Uncertain Neutral Stochastic Systems With Time Delay
+Normal rank
@@ Property / cites work @@
+Stochastic stabilization of hybrid differential equations
+Normal rank
@@ Property / cites work @@
+Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients
+Normal rank
@@ Property / cites work @@
+An Application of Stochastic Control Theory to Financial Economics
+Normal rank
@@ Property / cites work @@
+On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations
+Normal rank
@@ Property / cites work @@
+Comparison theorem for distribution-dependent neutral SFDEs
+Normal rank
@@ Property / cites work @@
+Q3236483
@@ Property / cites work: Q3236483 / rank @@
+Normal rank
@@ Property / cites work @@
+Neutral Stochastic Differential Delay Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations
+Normal rank
@@ Property / cites work @@
+Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
+Normal rank
@@ Property / cites work @@
+Stabilisation of hybrid stochastic differential equations by delay feedback control
+Normal rank
@@ Property / cites work @@
+Stabilization and destabilization of hybrid systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Time-Varying Neutral Time-Delay Systems
+Normal rank
@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution dependent SDEs for Landau type equations
+Normal rank
@@ Property / cites work @@
+Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
+Normal rank