A semi-discretization method for delayed stochastic systems

DOI10.1016/S1007-5704(03)00095-9zbMath1126.93056MaRDI QIDQ1883514

Yanyan Li

Publication date: 12 October 2004

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

time delaymoment equationssemi-discretization methodstochastic equations with memorymean square analysismoment stability of stochastic systemsstochastic differential equations with delaystochastic feedback control

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (9)

Nonstationary probability densities of strongly nonlinear single-degree-of-freedom oscillators with time delay ⋮ Stochastic analysis of dynamical systems with delayed control forces ⋮ Unnamed Item ⋮ On synchronization of a forced delay dynamical system via the Galerkin approximation ⋮ A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems ⋮ Utilizing Topological Data Analysis for Studying Signals of Time-Delay Systems ⋮ Approximate stability charts for milling processes using semi-discretization ⋮ A probabilistic theory of random maps ⋮ DELAY, PARAMETRIC EXCITATION, AND THE NONLINEAR DYNAMICS OF CUTTING PROCESSES

Cites Work

• Unnamed Item
• Weak discrete time approximation of stochastic differential equations with time delay
• Introduction to the numerical analysis of stochastic delay differential equations
• State controllability and optimal regulator control of time-delayed systems
• Stability and performance of feedback control systems with time delays
• Semi-discretization method for delayed systems
• State feedback stabilization for a class of stochastic time-delay nonlinear systems

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