Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case
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Abstract: This work investigates the almost sure stabilization of a class of regime-switching systems based on discrete-time observations of both continuous and discrete components. It develops Shao's work [SIAM J. Control Optim., 55(2017), pp. 724--740] in two aspects: first, to provide sufficient conditions for almost sure stability in lieu of moment stability; second, to investigate a class of state-dependent regime-switching processes instead of state-independent ones. To realize these developments, we establish an estimation of the exponential functional of Markov chains based on the spectral theory of linear operator. Moreover, through constructing order-preserving coupling processes based on Skorokhod's representation of jumping process, we realize the control from up and below of the evolution of state-dependent switching process by state-independent Markov chains.
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Cited in
(16)- Intermittent stochastic stabilization of Markovian jump systems via sampled data
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- Optimal stopping problem for jump-diffusion processes with regime-switching
- Stabilization of regime-switching processes by feedback control based on discrete time observations
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
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