Related papers: Advances in Stabilisation of Hybrid Stochastic Dif…
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…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…
We present an analysis of time-delayed feedback control used to stabilize an unstable steady state of a neutral delay differential equation. Stability of the controlled system is addressed by studying the eigenvalue spectrum of a…
This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…
The stability of functional differential equations under delayed feedback is investigated near a Hopf bifurcation. Necessary and sufficient conditions are derived for the stability of the equilibrium solution using averaging theory. The…
Limitations of the delayed feedback control and of its extended versions have been fully treated in the literature. The oscillating delayed feedback control appears as a promising scheme to overcome this problem. In this work, two methods…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
This work proposes a new procedure for the stabilization of time-delay systems using Static Output Feedback (SOF) control. A previous convex optimization approach to SOF for Ordinary Differential Equations (ODEs) is extended to time-delay…
We study the possibility to stabilize unstable steady states and unstable periodic orbits in chaotic fractional-order dynamical systems by the time-delayed feedback method. By performing a linear stability analysis, we establish the…
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We show…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
Delays and stochasticity have both served as crucially valuable ingredients in mathematical descriptions of control, physical, and biological systems. In this work, we investigate how explicitly dynamical stochasticity in delays modulates…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…
Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise through the implementation of…
We prove a stochastic maximum principle for a control problem where the state equation is delayed both in the state and in the control, and also the final cost functional may depend on the past trajectories. The adjoint equations turn out…
We study the stability of unstable steady states in scalar retarded time-delayed systems subjected to a variable-delay feedback control. The important aspect of such a control problem is that time-delayed systems are already…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
We develop a delay-adaptive controller for a class of first-order hyperbolic partial integro-differential equations (PIDEs) with an unknown input delay. By employing a transport PDE to represent delayed actuator states, the system is…
Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…
Delayed feedback control is an easy realizable control method which generates control force by comparing the current and the delayed version of the system states. In this paper, a new form of the delayed feedback structure is introduced.…