Acta mathematica scientia,Series A
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Bao Jundong; Deng Feiqi; Luo Qi
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Abstract: This paper is based on the stochastic linear quadratic control problem. The robustness of stabilizability of optimal controller for stochastic multi-timedelay systems with Markovian jumping parameters is investigated. Lyapunov--Krasovskii like functional, stochastic analysis, Ito formula and Schur complement are employed to analyze the exponential stability in mean square for stochastic multi-time delay differential systems with Markovian jumping parameters. The delay dependent and delay independent algebric criteria are established.
Key words: Stochastic Linear quadraic (SLQ) control, Robust stabilization, Delay dependent criteria, Exponential stability in mean square, Markov process
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Bao Jundong; Deng Feiqi; Luo Qi. Robust Stabilization for Delay Differential Systems Based on SLQ Control[J].Acta mathematica scientia,Series A, 2007, 27(2): 359-367.
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http://121.43.60.238/sxwlxbA/EN/Y2007/V27/I2/359
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