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

Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao

Research output: Contribution to journalArticle

Abstract

Given an unstable hybrid neutral stochastic differential equation (NSDE), can we design a delay feedback control to make the controlled hybrid NSDE become stable? It has been proved that this is possible under the linear growth condition. However, there is no answer to the question if the drift and diffusion coefficients of the given unstable NSDE satisfy highly nonlinear growth condition. The aim of this paper is to design delay feedback controls in order to stabilise a class of highly nonlinear hybrid NSDEs whose coefficients satisfy the polynomial growth condition.
Original languageEnglish
Article number104645
Number of pages8
JournalSystems and Control Letters
Volume137
Early online date15 Feb 2020
DOIs
Publication statusPublished - 31 Mar 2020

Keywords

  • neutral stochastic differential equation
  • delay feedback control
  • highly nonlinear
  • asymptotic stability
  • Markovian switching

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