摘要
针对一类不稳定的带跳随机微分方程(stochastic differential equations,SDEs),研究用线性时滞反馈控制器使其稳定的问题。在系数满足多项式增长条件和Khasminskii型条件下方程的解存在且唯一。通过构造积分型的Lyapunov泛函确定了控制器的系数矩阵以及时滞量的大小。
For a class of unstable stochastic differential equations(SDEs)with jumps,the problem of stabilization with linear time-delay feedback controller is studied.Such an equation will have a unique solution,provided that its coefficients satisfy polynomial growth condition and Khasminskii type condition.By constructing integral Lyapunov functional,the coefficient matrix and time delay of the controller are determined.
作者
余蕾
尤苏蓉
YU Lei;YOU Surong(College of Science,Donghua University,Shanghai 201620,China)
出处
《东华大学学报（自然科学版）》
CAS
北大核心
2023年第3期154-162,共9页
Journal of Donghua University(Natural Science)
