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

Junhao Hu, Wei Liu, Feiqi Deng, Xuerong Mao

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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.
Original languageEnglish
Number of pages21
JournalSIAM Journal on Control and Optimization
Publication statusAccepted/In press - 27 Dec 2019

Keywords

  • Brownian motion
  • Markov chain
  • exponential stability
  • delay feedback control

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