A New Finite-Time Bounded Control of Stochastic Itô Systems with (x,u,v)-Dependent Noise: Different Quadratic Function Approach
This paper addresses the finite-time bounded control problem of linear stochastic systems with state, control input, and external disturbance-dependent noise ((x,u,v)-dependent noise for short). The notion of finite-time boundedness of linear stochastic systems is first introduced. Then a different...
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Main Authors: | Zhiguo Yan, Zhongwei Lin |
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Format: | Article |
Language: | English |
Published: |
Wiley
2014-01-01
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Series: | Abstract and Applied Analysis |
Online Access: | http://dx.doi.org/10.1155/2014/871591 |
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