Abstract

This work much extends our recent results published in SIAM Journal on Control and Optimization [1]. In lieu of switching jump diffusions, we examine stochastic systems with delays. We focus on stochastic regularization and stabilization for hybrid functional differential equations (FDEs). The main difficulty is that the hybrid functional systems without the linear growth condition grow much faster than linear and may have a finite explosion time. By introducing appropriate feedback controls (functions of Brownian motions), the perturbed hybrid functional systems become regular, and stable.

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

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.