Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
752731 | Systems & Control Letters | 2008 | 9 Pages |
Abstract
This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic differential equations with Markovian switching) by delay feedback controls. Although the stabilisation by non-delay feedback controls for such equations has been discussed by several authors, there is so far little on the stabilisation by delay feedback controls and our aim here is mainly to close the gap. To make our theory more understandable as well as to avoid complicated notations, we will restrict our underlying hybrid stochastic differential equations to a relatively simple form. However our theory can certainly be developed to cope with much more general equations without any difficulty.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Xuerong Mao, James Lam, Lirong Huang,