Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise | Zendy

Li Wenrui | Zendy; Deng Shounian | Zendy; Fei Weiyin | Zendy; Mao Xuerong | Zendy

Open Access

Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise

Author(s) -

Li Wenrui,

Deng Shounian,

Fei Weiyin,

Mao Xuerong

Publication year - 2022

Publication title -

iet control theory and applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.059

H-Index - 108

eISSN - 1751-8652

pISSN - 1751-8644

DOI - 10.1049/cth2.12306

Subject(s) - control theory (sociology) , noise (video) , stochastic differential equation , distribution (mathematics) , feedback control , markov process , feedback controller , delay differential equation , mathematics , differential (mechanical device) , control (management) , computer science , differential equation , control engineering , physics , engineering , mathematical analysis , statistics , artificial intelligence , image (mathematics) , thermodynamics

This paper is devoted to the stability in distribution of stochastic differential equations with Markovian switching and Lévy noise by delay feedback control. By constructing efficient Lyapunov functional and linear delay feedback controls, the stability in distribution of stochastic differential equations with Markovian switching and Lévy noise is accomplished with the coefficients satisfying globally Lipschitz continuous. Moreover, the design methods of feedback control under two structures of state feedback and output injection are discussed. Finally, a numerical experiment and new algorithm are provided to sustain the new results.

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