Almost Sure Asymptotic Stabilization of Differential Equations with Time-Varying Delay by Lévy Noise
Document Type
Article
Abstract
This paper aims to determine that the Lévy noise can stabilize the given differential equations with time-varying delay, which has generalized the Brownian motion case. An analysis is developed and sufficient conditions on the stabilization for stochastic differential equations with time-varying delay are presented. Our stabilization criteria is in terms of linear matrix inequalities (LMIs), whence the feedback controls can be designed more easily in practice.
Disciplines
Dynamics and Dynamical Systems | Numerical Analysis and Computation
Recommended Citation
Liu, D., Wang, W. & Menaldi, J.L. Nonlinear Dyn (2015) 79: 163. doi: 10.1007/s11071-014-1653-1
Comments
The final publication is available at Springer via https://dx.doi.org/10.1007/s11071-014-1653-1