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Stabilization of regime-switching processes by feedback control based on discrete time observations
发布时间:2017-11-10     点击次数:
报告题目: Stabilization of regime-switching processes by feedback control based on discrete time observations
报 告 人: 邵井海 教授(天津大学)
报告时间: 2017年11月17日 10:00--11:00
报告地点: 数学院三楼报告厅
摘要:

 Regime-switching processes contain two components: continuous

component and discrete component, which can be used to describe a
continuous dynamical system in a random environment. Such processes
have many different properties than general diffusion processes, and
much more difficulties are needed to be overcome due to the intensive
interaction between continuous and discrete component. In this talk,
we study the feedback control depending on discrete-time observations
of the state process and the switching process.  Our criteria depend
explicitly on the regular conditions of the coefficients of stochastic
differential equations and on the stationary distribution of the
switching process. The sharpness of our criteria is shown through
studying the stability of linear systems, which also shows explicitly
that the stability of hybrid stochastic differential equations depends
essentially on the long time behavior of the switching process.
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