Stabilization and destabilization of hybrid systems of stochastic differential equations

Authors:
Xuerong Mao;G. George Yin;Chenggui Yuan
Affiliations:
Department of Statistics and Modelling Science, University of Strathclyde, Glasgow G1 1XH, UK;Department of Mathematics, Wayne State University, Detroit, USA;Department of Mathematics, University of Wales Swansea, Swansea SA2 8PP, UK
Venue:
Automatica (Journal of IFAC)
Year:
2007

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Abstract

This paper aims to determine whether or not a stochastic feedback control can stabilize or destabilize a given nonlinear hybrid system. New methods are developed and sufficient conditions on the stability and instability for hybrid stochastic differential equations are provided. These results are then used to examine stochastic stabilization and destabilization.