Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems

DOI10.3934/mcrf.2015.5.359zbMath1346.60092OpenAlexW2312303585MaRDI QIDQ888797

Guangliang Zhao, George Yin, Fuke Wu

Publication date: 2 November 2015

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2015.5.359

zbMATH Keywords

stabilityregularitystochastic differential equationsfeedback controlcontinuous-time Markov chainregime-switching diffusions

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) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Continuous-time Markov processes on discrete state spaces (60J27)

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