Neural stochastic control

J Zhang, Q Zhu, W Lin - Advances in neural information …, 2022 - proceedings.neurips.cc
Control problems are always challenging since they arise from the real-world systems where
stochasticity and randomness are of ubiquitous presence. This naturally and urgently calls …

Stabilization and destabilization of nonlinear differential equations by noise

JAD Appleby, X Mao, A Rodkina - IEEE Transactions on …, 2008 - ieeexplore.ieee.org
This paper considers the stabilization and destabilization by a Brownian noise perturbation
that preserves the equilibrium of the ordinary differential equation x'(t)= f (x (t)). In an …

Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects

P Cheng, F Deng, F Yao - Nonlinear Analysis: Hybrid Systems, 2018 - Elsevier
This paper focuses on the problem of almost sure exponential stability and stochastic
stabilization of nonlinear stochastic differential systems with impulsive effects. The moment …

Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise

M Li, F Deng - Nonlinear Analysis: Hybrid Systems, 2017 - Elsevier
This paper focuses on neutral stochastic delayed hybrid systems with Lévy noise (NSDHSs-
LN). A kind of ψ-function is introduced and the almost sure stability with general decay rate …

Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay

F Wu, S Hu, C Huang - Systems & Control Letters, 2010 - Elsevier
This paper establishes the existence-and-uniqueness theorem of neutral stochastic
functional differential equations with infinite delay and examines the almost sure stability of …

Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion

TN Thach, NH Tuan - Stochastic Analysis and Applications, 2022 - Taylor & Francis
In this study, fractional stochastic pseudo-parabolic equations driven by fractional Brownian
motion are investigated. This work aims at establishing existence, uniqueness, regularity …

On the exponential stability of stochastic perturbed singular systems in mean square

T Caraballo, F Ezzine, MA Hammami - Applied Mathematics & …, 2021 - Springer
The approach of Lyapunov functions is one of the most efficient ones for the investigation of
the stability of stochastic systems, in particular, of singular stochastic systems. The main …

Almost Sure and th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems

X Zong, F Wu, G Yin, Z Jin - SIAM Journal on Control and Optimization, 2014 - SIAM
This work focuses on regime-switching jump diffusions, which include three classes of
random processes, Brownian motions, Poisson processes, and Markov chains. First, a …

Partial stability analysis of stochastic differential equations with a general decay rate

T Caraballo, F Ezzine, MA Hammami - Journal of Engineering …, 2021 - Springer
This paper is concerned with the almost sure partial practical stability of stochastic
differential equations with general decay rate. We establish some sufficient conditions based …

Stabilization and destabilization of hybrid systems by periodic stochastic controls

X Li, W Liu, X Mao, J Zhao - Systems & Control Letters, 2021 - Elsevier
This paper aims to determine whether or not a periodic stochastic feedback control can
stabilize or destabilize a given nonlinear hybrid system. New methods are developed and …