Control for Nonlinear Stochastic Systems with Time-Delay and Multiplicative Noise

Ming Gao, Weihai Zhang and Zhengmao Zhu

Mathematical Problems in Engineering, 2015, vol. 2015, 1-9

Abstract:

This paper studies the infinite horizon control problem for a general class of nonlinear stochastic systems with time-delay and multiplicative noise. The exponential/asymptotic mean square control design of delayed nonlinear stochastic systems is presented by solving Hamilton-Jacobi inequalities. Two numerical examples are provided to show the effectiveness of the proposed design method.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:382859

DOI: 10.1155/2015/382859

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