Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion

Zhengqi Ma, Shoucheng Yuan, Kexin Meng and Shuli Mei ()
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Zhengqi Ma: School of Mathematics and Statistic, Puer University, Puer 665000, China
Shoucheng Yuan: School of Mathematics and Statistic, Puer University, Puer 665000, China
Kexin Meng: College of Information and Electrical Engineering, China Agricultural University, Beijing 100083, China
Shuli Mei: College of Information and Electrical Engineering, China Agricultural University, Beijing 100083, China

Mathematics, 2023, vol. 11, issue 10, 1-16

Abstract: This paper investigates the mean-square stability of uncertain time-delay stochastic systems driven by G-Brownian motion, which are commonly referred to as G-SDDEs. To derive a new set of sufficient stability conditions, we employ the linear matrix inequality (LMI) method and construct a Lyapunov–Krasovskii function under the constraint of uncertainty bounds. The resulting sufficient condition does not require any specific assumptions on the G-function, making it more practical. Additionally, we provide numerical examples to demonstrate the validity and effectiveness of the proposed approach.

Keywords: mean-square stability; stochastic system; G-Brownian motion; Lyapunov–Krasovskii function; linear matrix inequality (LMI) (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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