Stabilization of highly nonlinear hybrid stochastic differential delay equations with Lévy noise by delay feedback control

Dong, Hailing and Tang, Juan and Mao, Xuerong (2022) Stabilization of highly nonlinear hybrid stochastic differential delay equations with Lévy noise by delay feedback control. SIAM Journal on Control and Optimization, 60 (6). pp. 3302-3325. ISSN 0363-0129 (https://doi.org/10.1137/22M1480392)

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Abstract

This paper focuses on a class of highly nonlinear stochastic differential delay equations (SDDEs) driven by Lévy noise and Markovian chain, where the drift and diffusion coefficients satisfy more general polynomial growth condition (than the classical linear growth condition). Under the local Lipschitz condition, the existence-and-unique theorem of the solution to the highly nonlinear SDDE is established. The key aim is to investigate the stabilization problem by delay feedback controls. The key features include that the time delay in the given system is of time-varying and may not be differentiable while the time lag in the feedback control can also be of time-varying as long as it has a sufficiently small upper bound.

ORCID iDs

Dong, Hailing, Tang, Juan and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:81901
    Dates:
    Date
    Event
    16 December 2022
    Published
    15 August 2022
    Accepted
    24 February 2022
    Submitted
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:17 Aug 2022 10:52
    Last modified:11 Nov 2024 13:35
    URI:https://strathprints.strath.ac.uk/id/eprint/81901
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