Delay dependent stability of highly nonlinear hybrid stochastic systems

Fei, Weiyin and Hu, Liangjian and Mao, Xuerong and Shen, Mingxuan (2017) Delay dependent stability of highly nonlinear hybrid stochastic systems. Automatica, 82. pp. 165-170. ISSN 0005-1098

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    Abstract

    There are lots of papers on the delay dependent stability criteria for differential delay equations (DDEs), stochastic differential delay equations (SDDEs) and hybrid SDDEs. A common feature of these existing criteria is that they can only be applied to delay equations where their coefficients are either linear or nonlinear but bounded by linear functions (namely, satisfy the linear growth condition). In other words, there is so far no delay-dependent stability criterion on nonlinear equations without the linear growth condition (we will refer to such equations as highly nonlinear ones). This paper is the first to establish delay dependent criteria for highly nonlinear hybrid SDDEs. It is therefore a breakthrough in the stability study of highly nonlinear hybrid SDDEs