Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay

Qinwei Qiu, Wei Liu, Liangjian Hu, Xuerong Mao and Surong You

Statistics & Probability Letters, 2016, vol. 115, issue C, 16-26

Abstract: Feedback control based on discrete-time state observation for stochastic differential equations with Markovian switching was initialized by Mao (2013). In practice, various effects could cause some time delay in the control function. Therefore, the time delay is taken into account for the discrete-time state observation in this letter and the mean-square exponential stability of the controlled system is investigated. This letter is devoted as a continuous research to Mao (2013).

Keywords: Mean-square exponential stability; Discrete-time state observation; Time delay; Stochastic differential equations with Markovian switching (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2016.03.024

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