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
  • [31] Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
    Zhang W.
    Li Y.
    Liu X.
    Control Theory and Technology, 2015, 13 (03) : 230 - 237
  • [32] Discrete-time indefinite stochastic LQ optimal control: Infinite horizon case
    Qi, Jun-Jun
    Zhang, Wei-Hai
    Zidonghua Xuebao/ Acta Automatica Sinica, 2009, 35 (05): : 613 - 617
  • [33] Almost sure exponential stability and stochastic stabilization of discrete-time stochastic systems with impulses
    Cai, Ting
    Cheng, Pei
    Liu, Xing
    Hua, Mingang
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2025, 453
  • [34] A Semidefinite Programming Approach to Discrete-time Infinite Horizon Persistent Monitoring
    Pinto, Samuel C.
    Andersson, Sean B.
    Hendrickx, Julien M.
    Cassandras, Christos G.
    2021 EUROPEAN CONTROL CONFERENCE (ECC), 2021, : 799 - 804
  • [35] Infinite-horizon Linear Quadratic Optimal Control for Discrete-time LTI Systems with Random Input Gains
    Zheng, Jianying
    Qiu, Li
    2013 AMERICAN CONTROL CONFERENCE (ACC), 2013, : 1195 - 1200
  • [36] FEEDBACK AND OPEN-LOOP NASH EQUILIBRIA FOR LQ INFINITE-HORIZON DISCRETE-TIME DYNAMIC GAMES
    Monti, Andrea
    Nortmann, Benita
    Mylvaganam, Thulasi
    Sassano, Mario
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2024, 62 (03) : 1417 - 1436
  • [37] Augmented State Space Approach for Solving Infinite-Horizon Linear-Quadratic Problem in Discrete-Time Systems with Mulitple Time-Delays
    Ignaciuk, Przemyslaw
    2015 19TH INTERNATIONAL CONFERENCE ON SYSTEM THEORY, CONTROL AND COMPUTING (ICSTCC), 2015, : 635 - 640
  • [38] Infinite-Horizon Joint LQG Synthesis of Switching and Feedback in Discrete Time
    Lee, Ji-Woong
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2009, 54 (08) : 1945 - 1951
  • [39] Robust exponential stabilization of uncertain discrete-time stochastic switched neural networks
    Yang Fengwei
    Dong Yali
    2013 32ND CHINESE CONTROL CONFERENCE (CCC), 2013, : 1363 - 1368
  • [40] INFINITE-HORIZON DISTURBANCE ATTENUATION FOR DISCRETE-TIME-SYSTEMS - A POPOV-YAKUBOVICH APPROACH
    DRAGAN, V
    HALANAY, A
    IONESCU, V
    INTEGRAL EQUATIONS AND OPERATOR THEORY, 1994, 19 (02) : 153 - 215
12345