Stabilization of the stochastic jump diffusion systems by state-feedback control
From MaRDI portal
Publication:1659433
DOI10.1016/j.jfranklin.2013.12.009zbMath1395.93574OpenAlexW2067238186MaRDI QIDQ1659433
Dinggen Li, Renfu Li, Xiaoming Huo, Yuanyuan Zhang, Yang Hu
Publication date: 15 August 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2013.12.009
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- State-feedback control of systems with multiplicative noise via linear matrix inequalities
- Stabilisation of hybrid stochastic differential equations by delay feedback control
- Robust delayed-state-feedback stabilization of uncertain stochastic systems
- \(H^{2}\) optimal control for linear stochastic systems
- Stochastic stabilization of hybrid differential equations
- Almost sure exponential stabilisation of stochastic systems by state-feedback control
- Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
- STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
- Stability of Regime-Switching Jump Diffusions
- Output feedback control for stochastic Markovian jumping systems via sliding mode design
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
- Lévy Processes and Stochastic Calculus
- A strong law of large numbers for local martingales
- Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients
- Financial Modelling with Jump Processes
- Robust H∞ control for uncertain stochastic systems with state delay
- On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- Stabilization of Partial Differential Equations by Lévy Noise
- Applied stochastic control of jump diffusions