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