publication . Article . Preprint . 2019

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

Hu, Junhao; Liu, Wei; Deng, Feiqi; Mao, Xuerong;
Open Access English
  • Published: 28 Jul 2019
  • Country: United Kingdom
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.
Subjects
free text keywords: QA, Mathematics - Optimization and Control, Mathematics - Probability, 60H10, 60J10, 93D15
Related Organizations
Funded by
RCUK| DTA - University of Strathclyde
Project
  • Funder: Research Council UK (RCUK)
  • Project Code: EP/K503174/1
  • Funding stream: EPSRC
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