Abstract

ABSTRACT For the potential applications in uncertainty problems, risk measures and superhedging problems in finance, the theory of nonlinear expectation attracts researchers’ great interest. Base on G-expectation, in this work, we discuss the stabilisation issue for a class of stochastic multi-group models driven by G-Brownian motion (G-MGMs, in short) via delay feedback control design. By employing the concept of graph theory and G-Lyapunov approach, we establish both Lyapunov criteria and coefficient-type criteria for guaranteeing the stabilisation of the addressed model. Further, a class of stochastic coupled oscillators driven by G-Brownian motion is discussed. Finally, an example is offered to verify the validity of the obtained theoretical results.

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