Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control

DOI10.1137/19M1270240zbMATH Open1456.60148arXiv1907.12080OpenAlexW3000242492MaRDI QIDQ5220191FDOQ5220191

Wei Liu, Feiqi Deng, Junhao Hu, Xuerong Mao

Publication date: 11 March 2020

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

Abstract: A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function without delay terms, which enables one to construct the delay feedback control using the existing results on stabilities of HSDEs. Methods to find the upper bound of the length of the time delay are also investigated. Numerical simulations are presented to demonstrate the new theorem.

Full work available at URL: https://arxiv.org/abs/1907.12080

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zbMATH Keywords

Markov chainBrownian motionexponential stabilitydelay feedback control

Mathematics Subject Classification ID

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

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Cited In (25)

• Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments
• Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods
• Stabilisation of nonlinear hybrid stochastic systems with time-varying delay by discrete-time feedback controls with a time delay
• Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control
• Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control
• Periodic measures of impulsive stochastic differential equations
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• Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching
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• A new criterion on stability in distribution for a hybrid stochastic delay differential equation
• Intermittent delay stabilization of complex-valued stochastic complex network
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