Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay

DOI10.1016/J.SPL.2016.03.024zbMATH Open1344.60059OpenAlexW2320496628MaRDI QIDQ286449FDOQ286449

Authors: Qinwei Qiu, Wei Liu, Liangjian Hu, Xuerong Mao, Surong You 

Publication date: 20 May 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/57857/

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zbMATH Keywords

feedback controlstochastic differential equationstime delayMarkovian switchingdiscrete-time state observationsmean-square exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)

Cites Work

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Cited In (23)

• Synchronisation of second-order stochastic complex dynamical networks via intermittent pinning discrete observations control and their applications
• Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation
• Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients
• Stabilization of multi-group models with multiple dispersal and stochastic perturbation via feedback control based on discrete-time state observations
• Stabilization of stochastic coupled systems with Markovian switching via feedback control based on discrete-time state observations
• Stabilization of regime-switching processes by feedback control based on discrete time observations
• Feedback control based on discrete-time state observations for stabilization of coupled regime-switching jump diffusion with Markov switching topologies
• Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls
• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition
• Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
• Discrete-time control for highly nonlinear neutral stochastic delay systems
• Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems
• Robust stochastic stability for multi-group coupled models with Markovian switching
• Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations
• Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise
• Stabilization of neutral stochastic delay differential equations by discrete-time feedback control
• Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case
• Delay feedback control for switching diffusion systems based on discrete-time observations
• Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
• Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations
• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
• Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
• Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching

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