Infinite-horizon BSDE approach for exponential stabilization of discrete-time stochastic system

被引：0
|
作者：
Sun, Yue [1 ]
Xu, Juanjuan [1 ]
Wang, Wei [1 ]
Zhang, Huanshui [2 ]
机构：
[1] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China
[2] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Shandong, Peoples R China
来源：
SYSTEMS & CONTROL LETTERS | 2025年 / 197卷
基金：
中国国家自然科学基金;
关键词：
Exact controllability; Backward stochastic difference equation; Exponential stabilization; VARIANCE PORTFOLIO SELECTION; DIFFERENTIAL-EQUATIONS; FEEDBACK STABILIZATION; LINEAR-SYSTEMS;
D O I：
10.1016/j.sysconle.2025.106047
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, the exponential stabilizability via closed loop fora kind of discrete-time stochastic systems with multiplicative noise is taken into consideration. The main contribution is to provide the necessary and sufficient condition for the exponential stabilizability via closed loop of the stochastic system in accordance with the exact controllability. The key technique is to use the open-loop solvability of a type of backward stochastic difference equations in infinite horizon.
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页数：6
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