Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation-Reference-Cited by-同舟云学术

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Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation

Published:2022-09-29 Issue:5 Volume:60 Page:2884-2901
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Wu Hao,Hu Junhao,Gao Shuaibin,Yuan Chenggui

Funder

National Natural Science Foundation of China

South-Central University of Nationalities

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Reference23 articles.

1. Conditioned stochastic differential equations: theory, examples and application to finance

2. An application of stochastic control theory to a bank portfolio choice problem

3. Delay-Dependent Stochastic Stability and $H_{\infty} $-Control of Uncertain Neutral Stochastic Systems With Time Delay

4. Stochastic stabilization of hybrid differential equations

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stabilisation of Mckean–Vlasov stochastic differential equations by aperiodically intermittent control;International Journal of Control;2024-08-26

2. Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean–Vlasov equations;Journal of Computational and Applied Mathematics;2024-05

3. Stability of almost automorphic solutions for McKean–Vlasov SDEs;Applicable Analysis;2023-04-23

4. Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes;Discrete and Continuous Dynamical Systems - S;2023

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