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Stabilisation of hybrid stochastic differential equations by delay feedback control

Mao, X. and Lam, J. and Huang, L. (2008) Stabilisation of hybrid stochastic differential equations by delay feedback control. Systems and Control Letters, 57 (11). pp. 927-935. ISSN 0167-6911

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Abstract

This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic dierential equations with Markovian switching) by delay feedback controls. Although the stabilisation by non-delay feedback controls for such equations has been discussed by several authors, there is so far little on the stabilisation by delay feedback controls and our aim here is mainly to close the gap. To make our theory more understandable as well as to avoid complicated notations, we will restrict our underlying hybrid stochastic dierential equations to a relatively simple form. However our theory can certainly be developed to cope with much more general equations without any diculty.