Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation
From MaRDI portal
Publication:5039274
DOI10.1137/21M1454997zbMath1498.60242arXiv2110.11544OpenAlexW3209780781MaRDI QIDQ5039274
No author found.
Publication date: 12 October 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.11544
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)
Related Items (2)
Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes ⋮ Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations
Cites Work
- Unnamed Item
- Unnamed Item
- Stabilization and destabilization of hybrid systems of stochastic differential equations
- Stabilisation of hybrid stochastic differential equations by delay feedback control
- Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
- Distribution dependent SDEs for Landau type equations
- An application of stochastic control theory to a bank portfolio choice problem
- Conditioned stochastic differential equations: theory, examples and application to finance.
- Stochastic stabilization of hybrid differential equations
- Comparison theorem for distribution-dependent neutral SFDEs
- Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
- Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
- Stability Analysis of Time-Varying Neutral Time-Delay Systems
- Neutral Stochastic Differential Delay Equations with Markovian Switching
- An Application of Stochastic Control Theory to Financial Economics
- Delay-Dependent Stochastic Stability and $H_{\infty} $-Control of Uncertain Neutral Stochastic Systems With Time Delay
- Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations
- On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations
- Probabilistic Theory of Mean Field Games with Applications I
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients
This page was built for publication: Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation
