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.
引用
收藏
页数：6
相关论文
共 50 条
  • [21] Guaranteed-cost prediction of discrete-time systems: The finite- and infinite-horizon case
    Bolzern, P
    Colaneri, P
    De Nicolao, G
    ROBUST CONTROL DESIGN (ROCODN'97): A PROCEEDINGS VOLUME FROM THE IFAC SYMPOSIUM, 1997, : 431 - 436
  • [22] An Improved Method for Approximating the Infinite-Horizon Value Function of the Discrete-Time Switched LQR Problem
    HOU Tan
    LI Yuanlong
    LIN Zongli
    Journal of Systems Science & Complexity, 2024, 37 (01) : 22 - 39
  • [23] An Improved Method for Approximating the Infinite-Horizon Value Function of the Discrete-Time Switched LQR Problem
    Tan Hou
    Yuanlong Li
    Zongli Lin
    Journal of Systems Science and Complexity, 2024, 37 : 22 - 39
  • [24] An Improved Method for Approximating the Infinite-Horizon Value Function of the Discrete-Time Switched LQR Problem
    Hou, Tan
    Li, Yuanlong
    Lin, Zongli
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2024, 37 (01) : 22 - 39
  • [25] An Improved Method for Approximating the Infinite-horizon Value Function of the Discrete-time Switched LQR Problem
    Hou, Tan
    Li, Yuanlong
    Lin, Zongli
    IFAC PAPERSONLINE, 2023, 56 (02): : 4138 - 4143
  • [26] Indeterminacy in discrete-time infinite-horizon models with non-linear utility and endogenous labor
    Nishimura, Kazuo
    Venditti, Alain
    JOURNAL OF MATHEMATICAL ECONOMICS, 2007, 43 (3-4) : 446 - 476
  • [27] Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control
    Mao, Xuerong
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 61 (06) : 1619 - 1624
  • [28] Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
    Weihai ZHANG
    Yan LI
    Xikui LIU
    Control Theory and Technology, 2015, 13 (03) : 230 - 237
  • [29] INFINITE HORIZON LINEAR QUADRATIC OPTIMAL CONTROL FOR DISCRETE-TIME STOCHASTIC SYSTEMS
    Huang, Yulin
    Zhang, Weihai
    Zhang, Huanshui
    ASIAN JOURNAL OF CONTROL, 2008, 10 (05) : 608 - 615
  • [30] Infinite horizon linear quadratic differential games for discrete-time stochastic systems
    Sun H.
    Jiang L.
    Zhang W.
    Journal of Control Theory and Applications, 2012, 10 (03): : 391 - 396
12345