Quasi-sure exponential stabilization of stochastic systems driven by <i>G</i>-Lévy Process with discrete time feedback control
In this paper, we use discrete stochastic feedback control to stabilize an unstable system. We prove that there exists a discrete step size $ \overline{\tau}>0 $ with $ \tau<\overline{\tau} $ such that the responding stochastically controlled system is mean square and quasi-sure exponentially stable. We give an example to show the validity of the control strategy.
Authors
- Bingjun Wang (ORCID: https://orcid.org/0000-0002-9682-7779)
- Hui Gao (ORCID: https://orcid.org/0000-0002-5111-1179)
- Mingxia Yuan
Institutions
- Nanjing Institute of Railway Technology (CN)
- Southeast University (CN)
Publication Details
- Journal
- Mathematical Control and Related Fields
- Published
- 2025-03-17
- DOI
- https://doi.org/10.3934/mcrf.2025020
- Citations
- 1
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 2.21