Related papers: Exponential Stabilization for Ito Stochastic Syste…
A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…
This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
In this paper we first study the fixed-time stabilizability of discrete-time switched linear control systems. Using a geometric approach, we derive conditions under which such systems can be stabilized within a prescribed number of steps,…
This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions to stabilize the mean-field systems in the mean square sense…
This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…
This paper studies a stabilization problem for linear MIMO systems subject to external perturbation that further requires the closed-loop system render a specified gain from the external perturbation to the output. The problem arises from…
In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…
This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…
We propose a stochastic model predictive control (SMPC) framework for a broad class of unconstrained controlled stochastic differential equations (SDEs) and establish its mean-square exponential stability in the infinite-horizon limit. At…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly, the exponential mean-square stability can reproduce the…
In this paper, we obtain results on exponential stability of second order delay differential equations, which are based on a version of the Floquet theory for delay differential equations of the second order we proposed. Our version allows…
In this paper, a large class of time-varying Riccati equations arising in stochastic dynamic games is considered. The problem of the existence and uniqueness of some globally defined solution, namely the bounded and stabilizing solution, is…
In this work, we study the stabilization of the wave equation using an internal delayed potential. Interestingly, the stabilization mechanism is entirely induced by the delay, since exponential stabilization cannot be achieved in its…
Exponential stability of the second order linear delay differential equation in $x$ and $u$-control $$ \ddot{x}(t)+a_1(t)\dot{x}(h_1(t))+a_2(t)x(h_2(t))+a_3(t)u(h_3(t))=0 $$ is studied, where indirect feedback control…
In this paper, we tackle the significant challenge of simultaneous stabilization in control systems engineering, where the aim is to employ a single controller to ensure stability across multiple systems. We delve into both scalar and…
Transient instability in nonlinear stochastic dynamical systems is a fundamental limitation in safety-critical aerospace applications, particularly during powered descent and landing where failure is driven by finite-time excursions rather…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…