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.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call