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author:

Hu, Liangjian (Hu, Liangjian.) [1] | Mao, Xuerong (Mao, Xuerong.) [2] | Zhang, Liguo (Zhang, Liguo.) [3]

Indexed by:

EI Scopus SCIE

Abstract:

One of the important issues in the study of hybrid stochastic differential delay equations (SDDEs) is the automatic control, with consequent emphasis being placed on the asymptotic analysis of stability and boundedness. In the study of asymptotic properties, the robust stability has received a great deal of attention. The theory of robust stability shows how much perturbation a given stable hybrid SDDE can tolerate so that its perturbed system remains stable. Almost all results so far on the robust stability require that the underlying SDDEs be either linear or nonlinear with linear growth condition. However, little is known on the robust stability of nonlinear hybrid SDDEs without the linear growth condition, which is one of the key topics in this paper. The other key topic is the robust boundedness. The aim here is to answer the question: how much perturbation can a given asymptotically bounded hybrid SDDE tolerate so that its perturbed system remains asymptotically bounded?

Keyword:

Asymptotic boundedness Brownian motion exponential stability generalized Ito's formula Markovian switching stochastic differential delay equations

Community:

  • [ 1 ] [Hu, Liangjian]Donghua Univ, Dept Appl Math, Shanghai 201620, Peoples R China
  • [ 2 ] [Mao, Xuerong]Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
  • [ 3 ] [Mao, Xuerong]Fuzhou Univ, Sch Management, Fuzhou 350108, Fujian, Peoples R China
  • [ 4 ] [Zhang, Liguo]Beijing Univ Technol, Sch Elect Informat & Control Engn, Beijing 100124, Peoples R China

Reprint 's Address:

  • [Hu, Liangjian]Donghua Univ, Dept Appl Math, Shanghai 201620, Peoples R China

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Source :

IEEE TRANSACTIONS ON AUTOMATIC CONTROL

ISSN: 0018-9286

Year: 2013

Issue: 9

Volume: 58

Page: 2319-2332

3 . 1 6 7

JCR@2013

6 . 2 0 0

JCR@2023

ESI Discipline: ENGINEERING;

JCR Journal Grade:1

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count: 91

SCOPUS Cited Count: 95

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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