Stabilization of stochastic functional differential systems by steepest descent feedback controls

Abstract The mean‐square exponential stabilization and stochastically asymptotical stabilization for a class of stochastic functional differential systems is studied. Based on the definitions of derivatives of functionals, the generalized Itô operator for functionals and compound functions is establ...

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Bibliographic Details
Main Authors: Xuetao Yang, Quanxin Zhu
Format: Article
Language:English
Published: Wiley 2021-04-01
Series:IET Control Theory & Applications
Subjects:
Online Access:https://doi.org/10.1049/cth2.12082