Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations
DOI10.1137/20M1311028zbMath1471.93272OpenAlexW3165964023MaRDI QIDQ4992019
Yong Ren, Wensheng Yin, Cao, Jinde, Guoqiang Zheng
Publication date: 4 June 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1311028
discrete-time observations\(G\)-Brownian motion\(G\)-expectationquasi-sure exponential stabilization\(p\)th moment exponential stabilization
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Exponential stability (93D23) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items (4)
Cites Work
- Unnamed Item
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
- Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion
- Uniqueness of the representation for \(G\)-martingales with finite variation
- Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- How big are the increments of \(G\)-Brownian motion?
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
- Stopping times and related Itô's calculus with \(G\)-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Exponential stability for stochastic differential equation driven by G-Brownian motion
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
- Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
- Periodically intermittent discrete observation control for synchronization of the general stochastic complex network
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion
- Quasi sure exponential stabilization of nonlinear systems via intermittent \(G\)-Brownian motion
- Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
- Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
- Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
- Almost sure exponential stabilisation of stochastic systems by state-feedback control
- Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes
- Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations
- Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control
- A Girsanov Type Theorem Under G-Framework
- Stabilization of stochastic coupled systems with Markovian switching via feedback control based on discrete-time state observations
- Nonlocal stochastic differential equations with time‐varying delay driven by G‐Brownian motion
- Stochastic optimal control problem with infinite horizon driven by G-Brownian motion
- Ergodic BSDEs driven by G-Brownian motion and applications
- On pth moment stabilization of hybrid systems by discrete-time feedback control
- Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case
- Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by G-Brownian motion with state-feedback control
- Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
- Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
This page was built for publication: Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations