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

Lu, Zhenyu and Hu, Junhao and Mao, Xuerong (2019) Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations. Discrete and Continuous Dynamical Systems - Series B, 24 (8). pp. 4099-4116. ISSN 1531-3492 (https://doi.org/10.3934/dcdsb.2019052)

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Abstract

Given an unstable hybrid stochastic differential equation (SDE, also known as an SDE with Markovian switching), can we design a delay feed- back control to make the controlled hybrid SDE become asymptotically stable? The paper [14] by Mao et al. was the first to study the stabilisation by de- lay feedback controls for hybrid SDEs, though the stabilization by non-delay feedback controls had been well studied. A critical condition imposed in [14] is that both drift and diffusion coefficients of the given hybrid SDE need to satisfy the linear growth condition. However, many hybrid SDE models in the real world do not fulfill this condition (namely, they are highly nonlinear) and hence there is a need to develop a new theory for these highly nonlinear SDE models. The aim of this paper is to design delay feedback controls in order to stabilise a class of highly nonlinear hybrid SDEs whose coefficients satisfy the polynomial growth condition.

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