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Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control
Yin,Juliang1; Ding,Deng2; Khoo,Suiyang3
2020-11-10
Source PublicationInternational Journal of Robust and Nonlinear Control
ISSN1049-8923
Volume30Issue:16Pages:6585-6605
Abstract

The problem of domain aiming control is formulated for a controlled stochastic nonlinear system, which involves regularity of the solution to the resulting closed-loop stochastic system. To begin with, an extended existence and uniqueness theorem for stochastic differential equations with local Lipschitz coefficients is proven by using a Lyapunov-type function. A Lyapunov-based sufficient condition on nonregularity is also given. The notions of domain recurrence and residence time for stochastic nonlinear systems are introduced, and various criteria for the recurrence and nonrecurrence relative to a bounded open domain or an unbounded domain are provided. Furthermore, upper bounds of expectation and moment-generating function of the residence time are derived. In particular, a connection between the mean residence time and a Dirichlet problem is investigated and illustrated with a numerical example. Finally, the problem of domain aiming control is considered for certain types of nonlinear and linear stochastic systems. Several examples are provided to illustrate the theoretical results.

KeywordDomain Aiming Control Recurrence Regularity Residence Time Stochastic Nonlinear Systems
DOI10.1002/rnc.5127
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaAutomation & Control Systems ; Engineering ; Mathematics
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic ; Mathematics, Applied
WOS IDWOS:000556208800001
Scopus ID2-s2.0-85089068325
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorYin,Juliang
Affiliation1.School of Economics and Statistics,Guangzhou University,Guangzhou,China
2.Department of Mathematics,University of Macau,Macao
3.School of Engineering,Deakin University,Melbourne,Australia
Recommended Citation
GB/T 7714
Yin,Juliang,Ding,Deng,Khoo,Suiyang. Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control[J]. International Journal of Robust and Nonlinear Control, 2020, 30(16), 6585-6605.
APA Yin,Juliang., Ding,Deng., & Khoo,Suiyang (2020). Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control. International Journal of Robust and Nonlinear Control, 30(16), 6585-6605.
MLA Yin,Juliang,et al."Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control".International Journal of Robust and Nonlinear Control 30.16(2020):6585-6605.
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