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Stability of stochastic functional differential systems using degenerate it Lyapunov functionals and applications
Zong, Xiaofeng1,2; Yin, George3; Wang, Le Yi4; Li, Tao5; Zhang, Ji-Feng6,7
2018-05-01
Source PublicationAUTOMATICA
ISSN0005-1098
Volume91Pages:197-207
AbstractMotivated by the seminal work of Dupire (2009) on functional Ito formulas, this work investigates asymptotic properties of systems represented by stochastic functional differential equations (SFDEs). Stability of general delay-dependent SFDEs is investigated using degenerate Lyapunov functionals, which are only positive semi-definite rather than positive definite as used in the classical work. This paper first establishes boundedness and regularity of SFDEs by using degenerate Lyapunov functionals. Then moment and almost sure exponential stabilities are obtained based on degenerate Lyapunov functionals and the semi-martingale convergence theorem. As an application of the stability criteria, consentability of stochastic multi-agent systems with nonlinear dynamics is studied. (C) 2018 Elsevier Ltd. All rights reserved.
KeywordDegenerate Lyapunov functional Stochastic functional differential equation Asymptotic behavior Stabilization Consentability
DOI10.1016/j.automatica.2018.01.038
Language英语
Funding ProjectNational Natural Science Foundation of China[61522310] ; National Natural Science Foundation of China[61703378] ; Shanghai Rising-Star Program[15QA1402000] ; Shu Guang project of Shanghai Municipal Education Commission[17SG26] ; Shu Guang project of Shanghai Education Development Foundation[17SG26] ; National Key Basic Research Program of China (973 Program)[2014CB845301] ; Fundamental Research Funds for the Central Universities, China University of Geosciences (Wuhan)[48] ; Fundamental Research Funds for the Central Universities, China University of Geosciences (Wuhan)[CUG170610] ; U.S. Army Research Office[W911NF-15-1-0218]
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000430756000023
PublisherPERGAMON-ELSEVIER SCIENCE LTD
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30299
Collection系统科学研究所
Affiliation1.China Univ Geosci, Sch Automat, Wuhan 430074, Hubei, Peoples R China
2.Hubei Key Lab Adv Control & Intelligent Automat C, Wuhan 430074, Hubei, Peoples R China
3.Wayne State Univ, Dept Math, Detroit, MI 48202 USA
4.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA
5.East China Normal Univ, Dept Math, Shanghai Key Lab Pure Math & Math Practice, Shanghai 200241, Peoples R China
6.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
7.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Recommended Citation
GB/T 7714
Zong, Xiaofeng,Yin, George,Wang, Le Yi,et al. Stability of stochastic functional differential systems using degenerate it Lyapunov functionals and applications[J]. AUTOMATICA,2018,91:197-207.
APA Zong, Xiaofeng,Yin, George,Wang, Le Yi,Li, Tao,&Zhang, Ji-Feng.(2018).Stability of stochastic functional differential systems using degenerate it Lyapunov functionals and applications.AUTOMATICA,91,197-207.
MLA Zong, Xiaofeng,et al."Stability of stochastic functional differential systems using degenerate it Lyapunov functionals and applications".AUTOMATICA 91(2018):197-207.
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