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  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  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.
|Number of pages||15|
|Journal||Discrete and Continuous Dynamical Systems - Series B|
|Publication status||Accepted/In press - 30 Sep 2018|
- stochastic differential equation
- delay feedback control
- hybrid stochastic differential equation