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.2016.03.024zbMath1344.60059OpenAlexW2320496628MaRDI QIDQ286449

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

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/

zbMATH Keywords

time delaystochastic differential equationsfeedback controlMarkovian 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)

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