Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations
From MaRDI portal
Publication:2968555
DOI10.1137/16M1066336zbMath1360.60115OpenAlexW2592276407MaRDI QIDQ2968555
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
stabilizationfeedback controldiscrete-time observationhybrid stochastic differential equationsregime-switching processes
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
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations, Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation, Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations, Stabilization of stochastic coupled systems with Lévy noise and regime switching diffusions via intermittent control with a time delay, Inverse optimal control of regime-switching jump diffusions, Intermittent stochastic stabilization based on discrete-time observation with time delay, Synchronization of multi-links systems with Lévy noise and application, Periodically intermittent discrete observations control for stabilization of highly nonlinear hybrid stochastic differential equations, Synchronization of hybrid switching diffusions delayed networks via stochastic event-triggered control, Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control, Stabilization of highly nonlinear hybrid systems driven by Lévy noise and delay feedback control based on discrete-time state observations, Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions, Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations, Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case, Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values, Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control, Intermittent stochastic stabilization of Markovian jump systems via sampled data, Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations, Stochastic stabilization of switching diffusion systems via an intermittent control strategy with delayed and sampled-data observations, Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control, The existence of evolution systems of measures of non-autonomous stochastic differential equations with infinite delays
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- Optimal \(\mathcal{H}_2\) state feedback sampled-data control design of Markov jump linear systems
- Hybrid switching diffusions. Properties and applications
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- Stability of stochastic differential equations with Markovian switching
- A note on asymptotic stabilization of linear systems by periodic, piecewise constant, output feedback
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Stability of degenerate diffusions with state-dependent switching
- Exponential ergodicity for Markov processes with random switching
- Strong ergodicity of the regime-switching diffusion processes
- Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
- Criteria for transience and recurrence of regime-switching diffusion processes
- Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space
- Stability of Regime-Switching Jump Diffusions
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions
- Design of a stable state feedback controller based on the multirate sampling of the plant output
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Stability and Recurrence of Regime-Switching Diffusion Processes
- Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
- Stochastic Differential Equations with Markovian Switching
- Martingale problems for switched processes