Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching

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Mei, Chunhui and Fei, Chen and Shen, Mingxuan and Fei, Weiyin and Mao, Xuerong (2022) Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching. Information Sciences, 592. pp. 123-136. ISSN 0020-0255 (https://doi.org/10.1016/j.ins.2022.01.027)

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Abstract

In this article, it is proved that feedback controllers can be designed to stabilize nonlinear neutral stochastic systems with Markovian switching (NSDDEwMS in short) only by using discrete observed state sequences. Due to the superlinear coefficients, the neutral term and the discrete observation data, many routine methods and techniques for the study of stochastic systems are not applicable. A new Lyapunov functional is constructed by using multiple M-matrices to prove that a given unstable NSDDEwMS can be stabilized if the control function can be designed to meet a couple of easy-to-be-verified rules. Finally, an example is given to illustrate the feasibility of the theoretical results.

ORCID iDs

Mei, Chunhui, Fei, Chen, Shen, Mingxuan, Fei, Weiyin and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:79411
    Dates:
    Date
    Event
    31 May 2022
    Published
    31 January 2022
    Published Online
    16 January 2022
    Accepted
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:01 Feb 2022 17:01
    Last modified:12 Dec 2024 12:39
    URI:https://strathprints.strath.ac.uk/id/eprint/79411
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