Stabilization of Stochastic Dynamical Systems of a Random Structure with Markov Switches and Poisson Perturbations

Stabilization of Stochastic Dynamical Systems of a Random Structure with Markov Switches and Poisson Perturbations

An optimal control for a dynamical system optimizes a certain objective function. Here, we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps, which makes the system stable in probability. Sufficient condi...

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Bibliographic Details
Main Authors: Taras Lukashiv, Yuliia Litvinchuk, Igor V. Malyk, Anna Golebiewska, Petr V. Nazarov
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
optimal control
Lyapunov function
system of stochastic differential equations
Markov switches
Poisson perturbations
Online Access:https://www.mdpi.com/2227-7390/11/3/582

Internet

https://www.mdpi.com/2227-7390/11/3/582

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