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Control for Nonlinear Stochastic Systems with Time-Delay and Multiplicative Noise

Author

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  • Ming Gao
  • Weihai Zhang
  • Zhengmao Zhu

Abstract

This paper studies the infinite horizon control problem for a general class of nonlinear stochastic systems with time-delay and multiplicative noise. The exponential/asymptotic mean square control design of delayed nonlinear stochastic systems is presented by solving Hamilton-Jacobi inequalities. Two numerical examples are provided to show the effectiveness of the proposed design method.

Suggested Citation

  • Ming Gao & Weihai Zhang & Zhengmao Zhu, 2015. "Control for Nonlinear Stochastic Systems with Time-Delay and Multiplicative Noise," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-9, March.
    • Handle: RePEc:hin:jnlmpe:382859
    DOI: 10.1155/2015/382859
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