화학공학소재연구정보센터
Automatica, Vol.95, 146-151, 2018
Stabilization of stochastic differential equations driven by G-Brownian motion with feedback control based on discrete-time state observation
This paper mainly concerns the stability of the solutions for stochastic differential equations driven by G-Brownian motion (G-SDEs) via feedback control based on discrete-time state observation. More precisely, the discrete-time state feedback control is included in the drift coefficient of the G-SDEs. By constructing an appropriate G-Lyapunov function, a set of conditions is obtained for the Ho stability, asymptotic stability and mean-square exponential stability of the controlled systems. Finally, an example with numerical simulation is presented to illustrate the effectiveness of the proposed control design technique. (C) 2018 Elsevier Ltd. All rights reserved.