Name
Title | ||
|---|---|---|
Improved Results On Stabilization Of G-Sdes By Feedback Control Based On Discrete-Time Observations |
Abstract | ||
|---|---|---|
We provide feasible criteria for stabilization of stochastic differential equations driven by G-Brownian motion based on discrete-time observations. We extend the results in Ren, Yin, and Sakthivel [Automatica, 95 (2018), pp. 146-151] substantially by adopting a comparative method rather than the Lyapunov function arguments, for the pth moment and quasi-sure exponential stabilization problems. It seems that our pth moment estimates on the gap between the discretized controlled states and the auxiliary system's states are new. Using tools from the G-Ito stochastic analysis, we first show the exponential stabilization for equations with linear coefficients, then for equations with Lipschitz coefficients. An illustrative example is provided. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1137/20M1311028 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION |
Keywords | DocType | Volume |
pth moment exponential stabilization, quasi-sure exponential stabilization, G-Brownian motion, G-expectation, discrete-time observations | Journal | 59 |
Issue | ISSN | Citations |
3 | 0363-0129 | 0 |
PageRank | References | Authors |
0.34 | 0 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Wensheng Yin | 1 | 0 | 0.34 |
| Jinde Cao | 2 | 11399 | 733.03 |
| Yong Ren | 3 | 3 | 1.16 |
| Guoqiang Zheng | 4 | 0 | 0.34 |