Stochastic stabilization of hybrid differential equations

Authors:
Feiqi Deng;Qi Luo;Xuerong Mao
Affiliations:
College of Automation Science and Engineering, South China University of Technology, Guangzhou 510641, China;Department of Information and Communication, Nanjing University of Information Science and Technology, Nanjing, 210044, China;Department of Mathematics and Statistics, University of Strathclyde, Glasgow G1 1XH, UK
Venue:
Automatica (Journal of IFAC)
Year:
2012

Citing 6
Cited 0

Optimal control of switching diffusions with application to flexible manufacturing systems

SIAM Journal on Control and Optimization
Ergodic Control of Switching Diffusions

SIAM Journal on Control and Optimization
Continuous-time Markov chains and applications: a singular perturbation approach

Continuous-time Markov chains and applications: a singular perturbation approach
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach

SIAM Journal on Optimization
Stabilization and destabilization of hybrid systems of stochastic differential equations

Automatica (Journal of IFAC)
Brief Constrained quadratic state feedback control of discrete-time Markovian jump linear systems

Automatica (Journal of IFAC)

Quantified Score

Hi-index	22.14

Visualization

Abstract

This paper aims to determine whether or not a stochastic state feedback control can stabilize a given linear or nonlinear hybrid system. New methods are developed and sufficient conditions on the stability for hybrid stochastic differential equations are provided. These results are then used to examine stochastic stabilization by stochastic feedback controls. Two types of structure controls, namely state feedback and output injection, are discussed. Our stabilization criteria are in terms of linear matrix inequalities (LMIs) whence the feedback controls can be designed more easily in practice. A couple of examples and computer simulations are worked out to illustrate our theory.