Advances in stabilisation of hybrid stochastic differential equations by delay feedback control

Hu, Junhao and Liu, Wei and Deng, Feiqi and Mao, Xuerong (2019) Advances in stabilisation of hybrid stochastic differential equations by delay feedback control. SIAM Journal on Control and Optimization. ISSN 0363-0129 (In Press)

[img]
Preview
Text (Hu-etal-SIAM-JOCO-2020-Advances-in-stabilisation-of-hybrid-stochastic-differential)
Hu_etal_SIAM_JOCO_2020_Advances_in_stabilisation_of_hybrid_stochastic_differential.pdf
Accepted Author Manuscript

Download (512kB)| Preview

    Abstract

    A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function without delay terms, which enables one to construct the delay feedback control using the existing results on stabilities of HSDEs. Methods to find the upper bound of the length of the time delay are also investigated. Numerical simulations are presented to demonstrate the new theorem.