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Article: Stabilisation of hybrid stochastic differential equations by delay feedback control
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TitleStabilisation of hybrid stochastic differential equations by delay feedback control
 
AuthorsMao, X2
Lam, J1
Huang, L2
 
KeywordsBrownian motion
Exponential mean-square stability
Linear Matrix inequality
Markov chain
 
Issue Date2008
 
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/sysconle
 
CitationSystems And Control Letters, 2008, v. 57 n. 11, p. 927-935 [How to Cite?]
DOI: http://dx.doi.org/10.1016/j.sysconle.2008.05.002
 
AbstractThis paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic differential equations with Markovian switching) by delay feedback controls. Although the stabilisation by non-delay feedback controls for such equations has been discussed by several authors, there is so far little on the stabilisation by delay feedback controls and our aim here is mainly to close the gap. To make our theory more understandable as well as to avoid complicated notations, we will restrict our underlying hybrid stochastic differential equations to a relatively simple form. However our theory can certainly be developed to cope with much more general equations without any difficulty. © 2008 Elsevier B.V. All rights reserved.
 
ISSN0167-6911
2013 Impact Factor: 1.886
2013 SCImago Journal Rankings: 1.670
 
DOIhttp://dx.doi.org/10.1016/j.sysconle.2008.05.002
 
ISI Accession Number IDWOS:000259833800007
Funding AgencyGrant Number
RGC HKU7029/05P
National Natural Science Foundation of China60574025
60740430664
UK ORSAS
Strathclyde University
Funding Information:

The authors would like to thank the referees for the helpful comments and suggestions. This paper was initiated during X. Mao visited the University of Hong Kong in early 2007 and lie wishes to thank the hospitality of the Department of Mechanical Engineering there. The authors would also like to thank the financial supports from RGC HKU 7029/05P, the National Natural Science Foundation of China (grants 60574025 and 60740430664), UK ORSAS and Strathclyde University.

 
ReferencesReferences in Scopus
 
DC FieldValue
dc.contributor.authorMao, X
 
dc.contributor.authorLam, J
 
dc.contributor.authorHuang, L
 
dc.date.accessioned2010-05-31T03:42:22Z
 
dc.date.available2010-05-31T03:42:22Z
 
dc.date.issued2008
 
dc.description.abstractThis paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic differential equations with Markovian switching) by delay feedback controls. Although the stabilisation by non-delay feedback controls for such equations has been discussed by several authors, there is so far little on the stabilisation by delay feedback controls and our aim here is mainly to close the gap. To make our theory more understandable as well as to avoid complicated notations, we will restrict our underlying hybrid stochastic differential equations to a relatively simple form. However our theory can certainly be developed to cope with much more general equations without any difficulty. © 2008 Elsevier B.V. All rights reserved.
 
dc.description.natureLink_to_subscribed_fulltext
 
dc.identifier.citationSystems And Control Letters, 2008, v. 57 n. 11, p. 927-935 [How to Cite?]
DOI: http://dx.doi.org/10.1016/j.sysconle.2008.05.002
 
dc.identifier.citeulike2943124
 
dc.identifier.doihttp://dx.doi.org/10.1016/j.sysconle.2008.05.002
 
dc.identifier.epage935
 
dc.identifier.hkuros164182
 
dc.identifier.isiWOS:000259833800007
Funding AgencyGrant Number
RGC HKU7029/05P
National Natural Science Foundation of China60574025
60740430664
UK ORSAS
Strathclyde University
Funding Information:

The authors would like to thank the referees for the helpful comments and suggestions. This paper was initiated during X. Mao visited the University of Hong Kong in early 2007 and lie wishes to thank the hospitality of the Department of Mechanical Engineering there. The authors would also like to thank the financial supports from RGC HKU 7029/05P, the National Natural Science Foundation of China (grants 60574025 and 60740430664), UK ORSAS and Strathclyde University.

 
dc.identifier.issn0167-6911
2013 Impact Factor: 1.886
2013 SCImago Journal Rankings: 1.670
 
dc.identifier.issue11
 
dc.identifier.openurl
 
dc.identifier.scopuseid_2-s2.0-50949092185
 
dc.identifier.spage927
 
dc.identifier.urihttp://hdl.handle.net/10722/59070
 
dc.identifier.volume57
 
dc.languageeng
 
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/sysconle
 
dc.publisher.placeNetherlands
 
dc.relation.ispartofSystems and Control Letters
 
dc.relation.referencesReferences in Scopus
 
dc.rightsSystems & Control Letters. Copyright © Elsevier BV.
 
dc.subjectBrownian motion
 
dc.subjectExponential mean-square stability
 
dc.subjectLinear Matrix inequality
 
dc.subjectMarkov chain
 
dc.titleStabilisation of hybrid stochastic differential equations by delay feedback control
 
dc.typeArticle
 
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Author Affiliations
  1. The University of Hong Kong
  2. University of Strathclyde