In this paper,we investigate the stability of the split-step theta(SST)method for a class of nonlinear regime-switching jump systems–neutral stochastic delay differential equations(NSDDEs)with Markov switching and ju...In this paper,we investigate the stability of the split-step theta(SST)method for a class of nonlinear regime-switching jump systems–neutral stochastic delay differential equations(NSDDEs)with Markov switching and jumps.As we know,there are few results on the stability of numerical solutions for NSDDEs with Markov switching and jumps.The purpose of this paper is to enrich conclusions in such respect.It first devotes to show that the trivial solution of the NSDDE with Markov switching and jumps is exponentially mean square stable and asymptotically mean square stable under some suitable conditions.If the drift coefficient also satisfies the linear growth condition,it then proves that the SST method applied to the NSDDE with Markov switching and jumps shares the same conclusions with the exact solution.Moreover,a numerical example is demonstrated to illustrate the obtained results.展开更多
This work develops near-optimal controls for systems given by differential equations with wideband noise and random switching.The random switching is modeled by a continuous-time,time-inhomogeneous Markov chain.Under ...This work develops near-optimal controls for systems given by differential equations with wideband noise and random switching.The random switching is modeled by a continuous-time,time-inhomogeneous Markov chain.Under broad conditions,it is shown that there is an associated limit problem,which is a switching jump diffusion.Using near-optimal controls of the limit system,we then build controls for the original systems.It is shown that such constructed controls are nearly optimal.展开更多
Switching Markov jump linear system(SMJLS),a special hybrid system,has attracted a lot of studies recently.SMJLS is governed by stochastic and deterministic commutations.This paper focuses on the switching strategy wh...Switching Markov jump linear system(SMJLS),a special hybrid system,has attracted a lot of studies recently.SMJLS is governed by stochastic and deterministic commutations.This paper focuses on the switching strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results and investigate new aspects of such systems.Several sufficient conditions for finite-time stability of discrete-time SMJLS are provided,and the numerical problems in these sufficient conditions are solved by solving linear matrix inequalities(LMIs).Finally,numerical examples are given to show the feasibility and effectiveness of the results.展开更多
基金This work is partially supported by the National Natural Science Foundation of China(Nos.1190139&11671149,11871225)the Natural Science Foundation of Guangdong Province(No.2017A030312006).
文摘In this paper,we investigate the stability of the split-step theta(SST)method for a class of nonlinear regime-switching jump systems–neutral stochastic delay differential equations(NSDDEs)with Markov switching and jumps.As we know,there are few results on the stability of numerical solutions for NSDDEs with Markov switching and jumps.The purpose of this paper is to enrich conclusions in such respect.It first devotes to show that the trivial solution of the NSDDE with Markov switching and jumps is exponentially mean square stable and asymptotically mean square stable under some suitable conditions.If the drift coefficient also satisfies the linear growth condition,it then proves that the SST method applied to the NSDDE with Markov switching and jumps shares the same conclusions with the exact solution.Moreover,a numerical example is demonstrated to illustrate the obtained results.
基金supported in part by the National Science Foundation under DMS-1207667supported in part by NSFC and RFDP
文摘This work develops near-optimal controls for systems given by differential equations with wideband noise and random switching.The random switching is modeled by a continuous-time,time-inhomogeneous Markov chain.Under broad conditions,it is shown that there is an associated limit problem,which is a switching jump diffusion.Using near-optimal controls of the limit system,we then build controls for the original systems.It is shown that such constructed controls are nearly optimal.
基金the National Natural Science Foundation of China(No.61573237)the“111 Project”(No.D18003)the Program of China Scholarship Council(No.201906895021)。
文摘Switching Markov jump linear system(SMJLS),a special hybrid system,has attracted a lot of studies recently.SMJLS is governed by stochastic and deterministic commutations.This paper focuses on the switching strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results and investigate new aspects of such systems.Several sufficient conditions for finite-time stability of discrete-time SMJLS are provided,and the numerical problems in these sufficient conditions are solved by solving linear matrix inequalities(LMIs).Finally,numerical examples are given to show the feasibility and effectiveness of the results.
