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Stochastic Impulse Control of Non-Markovian Processes

✍ Scribed by Boualem Djehiche; Said Hamadène; Ibtissam Hdhiri


Publisher
Springer
Year
2009
Tongue
English
Weight
582 KB
Volume
61
Category
Article
ISSN
0095-4616

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On hybrid control of a class of stochast
✍ Yuewu Dong; Jitao Sun 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 179 KB

In this paper, we address the problem of hybrid control for a class of stochastic non-linear Markovian switching systems. First, a hybrid controller is introduced for the systems. Then under some appropriate assumptions, the stabilization condition for the systems under pure impulsive control is giv