Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control

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Li, Xiaoyue and Mao, Xuerong (2020) Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control. Automatica, 112. 108657. ISSN 0005-1098 (https://doi.org/10.1016/j.automatica.2019.108657)

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Abstract

Given an unstable hybrid stochastic differential equation (SDDE, also known as an SDDE with Markovian switching), can we design a delay feedback control to make the controlled hybrid SDDE become asymptotically stable? If the feedback control is based on the current state, the stabilisation problem has been studied. However, there is little known when the feedback control is based on the past state. The problem becomes even harder when the coefficients of the underlying hybrid SDDE do not satisfy the linear growth condition (namely, the coefficients are highly nonlinear). The aim of this paper is to tackle the stabilisation problem for a given unstable highly nonlinear hybrid SDDE.

ORCID iDs

Li, Xiaoyue and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:69988
    Dates:
    Date
    Event
    29 February 2020
    Published
    28 October 2019
    Published Online
    23 September 2019
    Accepted
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:27 Sep 2019 13:48
    Last modified:12 Dec 2024 08:42
    URI:https://strathprints.strath.ac.uk/id/eprint/69988
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