On pth moment stabilization of hybrid systems by discrete-time feedback control

Dong, Ran and Mao, Xuerong (2017) On pth moment stabilization of hybrid systems by discrete-time feedback control. Stochastic Analysis and Applications. ISSN 0736-2994

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    Abstract

    Since Mao initiated the study of stabilization of continuous-time hybrid stochastic differential equations (SDEs) by feedback controls based on discrete-time state observations in 2013, many authors have further studied and developed it. However, so far no work on the pth moment stabilization has been reported. This paper is to investigate how to stabilize a given unstable hybrid SDE by feedback controls based on discrete-time state observations, in the sense of H∞, asymptotic and exponential stability in pth moment for all p > 1. The main techniques used are constructions of the Lyapunov functionals and generalizations of inequalities.