Stability of stochastic functional differential systems using degenerate it Lyapunov functionals and applications

doi:10.1016/j.automatica.2018.01.038

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	Stability of stochastic functional differential systems using degenerate it Lyapunov functionals and applications
	Zong, Xiaofeng 1,2; Yin, George 3; Wang, Le Yi 4; Li, Tao 5; Zhang, Ji-Feng6,7
	2018-05-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	91 页码:197-207
摘要	Motivated 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.
关键词	Degenerate Lyapunov functional Stochastic functional differential equation Asymptotic behavior Stabilization Consentability
DOI	10.1016/j.automatica.2018.01.038
语种	英语
资助项目	National 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研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000430756000023
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30299
专题	系统科学研究所
通讯作者	Yin, George
作者单位	1.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
推荐引用方式 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.