[PDF] Top 20 Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations

... exponential stabilization of continuous-time hybrid stochastic differential equations by feedback controls based on discrete-time state ... See full document

... exponential stabilization of continuous-time hybrid stochastic differential equations by feedback controls based on discrete-time state ...the ... See full document

... of stochastic analysis including stochastic stability, stabilization, control, numerical solutions and stochastic modelling in finance, economic and population ... See full document

... Hybrid stochastic differential equations (SDEs) (also known as SDEs with Markovian switching), usually used to model practical systems where they may experience abrupt changes in their ... See full document

... exponential stabilization of hybrid stochastic systems by feedback controls based on discrete-time state observations was initiated in [13], where an upper ... See full document

... are feedback controllers with or without de- ...a state feedback controller to stabilize bilinear uncertain time-delay stochastic systems with Markovian jumping parameters in the ... See full document

... the feedback controls based on continuous-time state observations to stabilize unstable stochastic delay systems with Markovian ...the state continuously in time ... See full document

... on differential equations with piecewise constant ...of stochastic stabilization for some kinds of continuous-time stochastic differential equations (SDEs) by ... See full document

... tween this SDE and the original SDE (3) is that the feed- back control here is based on the continuous-time state observation y(t). It is known (see e.g. [18]) that under Assumption 2.1, ... See full document

... given hybrid SDE (1) is unstable. Instead of using a classical continuous- time feedback control u(x(t), r(t), t) which requires continuous observations of the state x(t) for all ... See full document

... from time 0 to τ and observe the whole segment {x(t) : 0 ≤ t ≤ ...the feedback control F (r(t))G(r(t))x(t − τ ) based on the past observation {x(t) : 0 ≤ t ≤ τ} as well as furthermore ... See full document

... nonlinear stabilization problem by a discrete- time stochastic feedback ...the discrete-time stochastic feedback control is because that the ... See full document

... an hybrid stochastic system with norm bounded uncertain- ties. State-feedback controls based on discrete-time observations are designed in the drift and diffusion ... See full document

... of stabilization of continuous-time hybrid stochas- tic differential equations (SDEs) by feedback controls based on discrete-time state ... See full document

... output feedback problem for linear and nonlinear systems is an important problem not yet completely solved and continuously investigated by many ...the state vector and only the partial information through ... See full document

... finding feedback controllers which stabilize the closed-loop system in the finite-time ...and control have been developed in the literature using Lyapunov-like ...for stabilization of linear ... See full document

... Feedback control based on discrete-time state observation for stochastic differential equations with Marko- vian switching was initialled by Mao ...some ... See full document

... system dx(t) = f (x(t), r(t))dt + u(x([t/τ ]τ), r([t/τ ]τ))dB (t) is almost surely stable provided that τ < τ ∗ under the global Lipschitz condition plus the condition that guarantees the almost sure exponential sta- ... See full document

... the stabilization of linear and nonlinear stochastic systems by linear stochastic feedback control from discrete-time ...exponential stabilization of the ... See full document

... stabilize hybrid stochastic differential equations (SDEs) with norm bounded uncertainties by feedback controls based on the discrete-time observations of ... See full document