Control design for stochastic one-sided Lipschitz differential inclusion system with time delay

Jun Huang, Lei Yu and Liang Chen

International Journal of Systems Science, 2018, vol. 49, issue 14, 2923-2939

Abstract: This paper is concerned with the control design problem for stochastic one-sided Lipschitz differential inclusion system with time delay. Different from the current works on the differential inclusion system, the nonlinear function with time delay is assumed to be one-sided Lipschitz. First, the theory of stochastic differential equation is extended to stochastic differential inclusion and the stability criterion is given. Next, convex hull Lyapunov function is used to construct the nonlinear controllers, and the sufficient conditions for stability are derived by a set of bilinear matrix inequalities. Finally, three simulation examples are provided to verify the validity of the designed controllers.

Date: 2018
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DOI: 10.1080/00207721.2018.1528406

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