Stabilisation of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay

Qiu, Qinwei and Liu, Wei and Hu, Liangjian and Mao, Xuerong and You, Surong (2016) Stabilisation of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay. Statistics and Probability Letters, 115. pp. 16-26. ISSN 0167-7152 (https://doi.org/10.1016/j.spl.2016.03.024)

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Abstract

Feedback control based on discrete-time state observation for stochastic differential equations with Markovian switching was initialized by Mao (2013). In practice, various effects could cause some time delay in the control function. Therefore, the time delay is taken into account for the discrete-time state observation in this letter and the mean-square exponential stability of the controlled system is investigated. This letter is devoted as a continuous research to Mao (2013).

ORCID iDs

Qiu, Qinwei, Liu, Wei, Hu, Liangjian, Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864 and You, Surong;
CORE (COnnecting REpositories)