nonlinear control stochastic differential equations
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
... automatic control, with current emphasis placed on asymptotic stability and boundedness arising from automatic ...highly nonlinear SDDEs, for example, ...to nonlinear hybrid SDDEs with constant ...
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Approximate controllability result for nonlinear impulsive neutral fuzzy stochastic differential equations with nonlocal conditions
... differential equations are one of the most thoroughly studied classes of equa- tions with distributed ...ential equations have been developed in modeling impulsive problems in physics, popu- lation dynamics, ...
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Stability of highly nonlinear neutral stochastic differential delay equations
... Many stochastic dynamical systems do not only depend on present and past states but also involve derivatives with ...Neutral stochastic differential delay equations (NSDDEs) are often used to ...
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Stochastic optimal control to a nonlinear differential game
... few. Control theory is a subject of much interest in today’s real ...of control theory. Therefore, the objective of optimal control theory is to attain an optimal regulation of the system evolution ...
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Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations
... or nonlinear but bounded by linear functions. Based on highly nonlinear hybrid SDDEs (see, ...highly nonlinear hybrid SDDEs with variable multiple ...
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Stochastic control representations for penalized backward stochastic differential equations
... backward stochastic differential equation (penalized BSDE for short) to solve reflected backward stochastic differential equation (reflected BSDE for short), and they showed that the solution ...
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Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations
... feedback control in order to stabilise a given unstable hybrid SDE whose drift and diffusion coefficients are highly ...feedback control in order to stabilise a given unstable hybrid ...the control ...
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Stabilisation of hybrid stochastic differential equations by delay feedback control
... is nonlinear, we may need to design nonlinear ...structure control of the form u(x, i) = F (i)G(i)x, where F and G are mappings from S to R n×l and R l×n , respectively, and one of them is given ...
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Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
... automatic control, with current emphasis placed on asymptotic stability and boundedness arising from automatic ...highly nonlinear SDDEs, for example, ...to nonlinear hybrid SDDEs with constant ...
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Stability of highly nonlinear hybrid stochastic integro-differential delay equations
... veloped to model the real-world systems where they may experience abrupt changes in their parameters and structures in addition to uncertainties and time lags. One of the important is- sues in the study of hybrid SDDEs ...
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Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems
... of differential delay equations (DDEs) while [31] contains a nice literature ...of stochastic differential delay equations (SDDEs), we mention five books [5, 13, 14, 15, 23] among ...
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... The equations are based on both human and mosquito population, infection rates of human and mosquito per unit time, rescaling of critical population of each class by total species population and bifurcation ...
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On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... decades, stochastic models that incorporate jumps have been proved successful at describing unexpected, abrupt changes of state and have been used with great success in a variety of application areas, including ...
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Some boundary hitting problems for diffusion processes
... Our approach will follow on more naturally from that o f the old school o f Breiman and Shepp than those o f the more modern approximation methodologists, in that we will focus on the square-root boundary and its ...
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Stochastic Oscillators with Quadratic Nonlinearity Using WHEP and HPM Methods
... quadratic nonlinear oscillator with stochastic excita- tion is ...the stochastic differential equations but it is more preferable for high values of the nonlinearity st ...the ...
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Optimal filtering for systems governed by coupled ordinary and partial differential equations
... -7- In Chapter IV an optimal filter is derived for a completely general class of stochastic systems governed by coupled nonlinear ordinary and partial differential equations of either fi[r] ...
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Error estimates of finite element methods for nonlinear fractional stochastic differential equations
... variable. The operator A : D(A) ⊂ H → H is not necessarily a bounded, linear, densely defined, and selfadjoint operator with compact inverse. The nonlinear operators f and g are Lipschitz continuous in an ...
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Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs
... partial differential equations (SPDEs) frequently arise from applications in areas such as physics, en- gineering and ...solving stochastic partial differential equations (SPDEs), like ...
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Symmetrized solutions for nonlinear stochastic differential equations
... Solutions of nonlinear stochastic differential equations in series form.. can be put into convenient symmetrized forms which are easily calculable..[r] ...
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Comparison theorem of one-dimensional stochastic hybrid delay systems
... the control of a solar thermal central receiver (Sworder and Rogers [16]) and the modeling of subtilin production by Bacillus subtilis (Hu, Wu and Sastry ...tolerant control and manufacturing processes. On ...
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