Stabilization of the stochastic jump diffusion systems by state-feedback control

DOI10.1016/J.JFRANKLIN.2013.12.009MaRDI QIDQ1659433zbMATH OpenOpenAlexFDO

Authors Yuanyuan Zhang, Renfu Li, Dinggen Li, Yang Hu, Xiaoming Huo

Publication date 15 August 2018

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2013.12.009

zbMATH Keywords

state-feedback control stabilizationstochastic jump diffusion systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by ordinary differential equations (93C15) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)

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Cites work

• \(H^{2}\) optimal control for linear stochastic systems
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• Applied stochastic control of jump diffusions
• Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Financial Modelling with Jump Processes
• scientific article; zbMATH DE number 1598665 (Why is no real title available?)
• scientific article; zbMATH DE number 5207903 (Why is no real title available?)
• Lévy Processes and Stochastic Calculus
• On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters
• Output feedback control for stochastic Markovian jumping systems via sliding mode design
• Robust delayed-state-feedback stabilization of uncertain stochastic systems
• Robust H∞ control for uncertain stochastic systems with state delay
• Stabilisation of hybrid stochastic differential equations by delay feedback control
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
• Stability of regime-switching jump diffusions
• Stabilization of partial differential equations by Lévy noise
• State-feedback control of systems with multiplicative noise via linear matrix inequalities
• Stochastic stabilization of dynamical systems using Lévy noise
• Stochastic stabilization of hybrid differential equations
• Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise

Cited in

(4)

• Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
• Almost sure exponential stabilisation of stochastic systems by state-feedback control
• Stability equivalence between regime-switching jump diffusion delayed systems and corresponding systems with piecewise continuous arguments and application to discrete-time feedback control
• A review on estimation of stability region for nonlinear systems

Describes a project that uses

Uses Software

• Matlab

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