Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations

DOI10.1137/16M1066336zbMath1360.60115OpenAlexW2592276407MaRDI QIDQ2968555

Jing Hai Shao

Publication date: 17 March 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1066336

zbMATH Keywords

stabilizationfeedback controldiscrete-time observationhybrid stochastic differential equationsregime-switching processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Stabilization of systems by feedback (93D15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)

Related Items (21)

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