Technical communique: Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
Technical communique: Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
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DOI：
10.1016/j.automatica.2013.09.005
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发表时间：
2013-12
期刊：
影响因子：
6.4
通讯作者：
X. Mao
中科院分区：
文献类型：
--
作者：
X. Mao
本文研究了连续时间混合随机微分方程(也称为马尔可夫切换随机微分方程)在离散时间反馈控制下的均方指数镇定问题。虽然连续时间反馈控制对这类方程的镇定已被几位作者讨论过(见Ji和Chizeck，1990，毛等人，2008，毛等人，2007，Wu等人，2010，Wu等人，2012)，但到目前为止还没有关于离散时间反馈控制镇定的结果。我们在这里的目的是通过建立一些新的结果来启动这一领域的研究。
In this paper we are concerned with the mean-square exponential stabilization of continuous-time hybrid stochastic differential equations (also known as stochastic differential equations with the Markovian switching) bydiscrete-time feedback controls. Although the stabilization by continuous-time feedback controls for such equations has been discussed by several authors (see e.g. Ji and Chizeck, 1990, Mao et al., 2008, Mao et al., 2007, Wu et al., 2010, Wu et al., 2012), there is so far no result on the stabilization by discrete-time feedback controls. Our aim here is to initiate the study in this area by establishing some new results.