Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion
DOI10.1080/00207179.2021.1916077zbMath1500.93093OpenAlexW3152821087WikidataQ115310045 ScholiaQ115310045MaRDI QIDQ5043505
Yuyuan Li, Weiyin Fei, Shounian Deng
Publication date: 6 October 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2021.1916077
delay feedback control\(G\)-Brownian motion\(p\)th moment exponential stabilityquasi-surely exponential stability
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Control/observation systems governed by ordinary differential equations (93C15) Delay control/observation systems (93C43) Exponential stability (93D23) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Related Items (2)
Cites Work
- Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
- On moment non-explosions for Wishart-based stochastic volatility models
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion
- Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations
- 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 and destabilization of hybrid systems of stochastic differential equations
- Stabilisation of hybrid stochastic differential equations by delay feedback control
- Stochastic stabilization and destabilization
- Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
- Stability of delayed Hopfield neural networks under a sublinear expectation framework
- Stability of regime-switching stochastic differential equations
- Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
- Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control
- Existence and stability of solutions to highly nonlinear stochastic differential delay equations 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
- A strong law of large numbers for non-additive probabilities
- Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- A complete representation theorem for G-martingales
- Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control
- Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty
- Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion
- Theory, methods and meaning of nonlinear expectation theory
- Exponential stability of nonlinear fractional stochastic system with Poisson jumps
- Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
- Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
- Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control
- Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
- Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by G-Brownian motion
- Stochastic Analysis and Applications
- Boundedness and stability analysis for impulsive stochastic differential equations driven by G-Brownian motion
This page was built for publication: Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion
