Abstract

This paper mainly concerns the stability of the solutions for stochastic differential equations driven by G-Brownian motion (G-SDEs) via feedback control based on discrete-time state observation. More precisely, the discrete-time state feedback control is included in the drift coefficient of the G-SDEs. By constructing an appropriate G-Lyapunov function, a set of conditions is obtained for the H∞ stability, asymptotic stability and mean-square exponential stability of the controlled systems. Finally, an example with numerical simulation is presented to illustrate the effectiveness of the proposed control design technique.

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