Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations

被引：38
作者：
Shen, Mingxuan [1 ,2 ,3 ]
Fei, Chen [4 ]
Fei, Weiyin [1 ,2 ]
Mao, Xuerong [5 ]
机构：
[1] Anhui Polytech Univ, Minist Educ, Key Lab Adv Percept & Intelligent Control High En, Wuhu 241000, Peoples R China
[2] Anhui Polytech Univ, Sch Math & Phys, Wuhu 241000, Peoples R China
[3] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China
[4] Donghua Univ, Glorious Sun Sch Business & Management, Shanghai 200051, Peoples R China
[5] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
来源：
SYSTEMS & CONTROL LETTERS | 2020年 / 137卷
基金：
英国工程与自然科学研究理事会; 中国国家自然科学基金;
关键词：
Neutral stochastic differential equation; Delay feedback control; Highly nonlinear; Asymptotic stability; Markovian switching; DEPENDENT STABILITY; HYBRID SYSTEMS;
D O I：
10.1016/j.sysconle.2020.104645
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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. (C) 2020 Elsevier B.V. All rights reserved.
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页数：8
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