Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise

Li, Wenrui and Deng, Shounian and Fei, Weiyin and Mao, Xuerong (2022) Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise. IET Control Theory and Applications, 16 (13). pp. 1312-1325. ISSN 1751-8644 (https://doi.org/10.1049/cth2.12306)

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Abstract

This paper is devoted to the stability in distribution of stochastic differential equations with Markovian switching and Lévy noise by delay feedback control. By constructing efficient Lyapunov functional and linear delay feedback controls, the stability in distribution of stochastic differential equations with Markovian switching and Lévy noise is accomplished with the coefficients satisfying globally Lipschitz continuous. Moreover, the design methods of feedback control under two structures of state feedback and output injection are discussed. Finally, a numerical experiment and new algorithm are provided to sustain the new results.

ORCID iDs

Li, Wenrui, Deng, Shounian, Fei, Weiyin and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:80922
    Dates:
    Date
    Event
    September 2022
    Published
    28 May 2022
    Published Online
    10 May 2022
    Accepted
    6 March 2022
    Submitted
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:31 May 2022 08:16
    Last modified:11 Nov 2024 13:30
    URI:https://strathprints.strath.ac.uk/id/eprint/80922
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