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
Number of pages10
JournalSystems and Control Letters
Publication statusAccepted/In press - 2 Feb 2020

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Growth Conditions
Feedback Control
Feedback control
Stochastic Equations
Stabilization
Differential equations
Differential equation
Unstable
Polynomial Growth
Diffusion Coefficient
Polynomials
Coefficient
Design

Keywords

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

Cite this

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Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. / Shen, Mingxuan; Fei, Chen; Fei, Weiyin; Mao, Xuerong.

In: Systems and Control Letters, 02.02.2020.

Research output: Contribution to journalArticle

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AU - Fei, Chen

AU - Fei, Weiyin

AU - Mao, Xuerong

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KW - neutral stochastic differential equation

KW - delay feedback control

KW - highly nonlinear

KW - asymptotic stability

KW - Markovian switching

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