Open AccessStabilisation 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) , lipschitz continuity , noise (video) , stability (learning theory) , stochastic differential equation , mathematics , distribution (mathematics) , lyapunov function , markov process , differential (mechanical device) , delay differential equation , differential equation , computer science , control (management) , nonlinear system , engineering , mathematical analysis , physics , statistics , artificial intelligence , image (mathematics) , quantum mechanics , machine learning , aerospace engineering
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.