Journal
STATISTICS & PROBABILITY LETTERS
Volume 115, Issue -, Pages 16-26Publisher
ELSEVIER
DOI: 10.1016/j.spl.2016.03.024
Keywords
Mean-square exponential stability; Discrete-time state observation; Time delay; Stochastic differential equations with Markovian switching
Categories
Funding
- Natural Science Fund of Shanghai Normal University [SK201603]
- National Natural Science Foundation of China [11471071]
- Natural Science Foundation of Shanghai [14ZR1401200]
- fundamental research funds for central universities [2232014D3-13]
- Leverhulme Trust [RF-2015-385]
- EPSRC [EP/E009409/1]
- Royal Society of London [IE131408]
- Royal Society of Edinburgh [RKES115071]
- London Mathematical Society [11219]
- Edinburgh Mathematical Society [RKES130172]
- Ministry of Education (MOE) of China [MS2014DHDX020]
- Engineering and Physical Sciences Research Council [EP/E009409/1] Funding Source: researchfish
- EPSRC [EP/E009409/1] Funding Source: UKRI
Ask authors/readers for more resources
Feedback control based on discrete-time state observation for stochastic differential equations with Markovian switching was initialized by Mao (2013). In practice, various effects could cause some time delay in the control function. Therefore, the time delay is taken into account for the discrete-time state observation in this letter and the mean-square exponential stability of the controlled system is investigated. This letter is devoted as a continuous research to Mao (2013). (C) 2016 Elsevier B.V. All rights reserved.
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