This book studies the finite time stability and stabilization problems of stochastic system. Stability analysis for stochastic system is a central topic. It analyzes the finite time stability and stabilization problems through the time-domain method via Lyapunov-Krasovskii functions, deriving stability conditions via linear matrix inequalities using tools such as the reverse differential Gronwall inequality, Gronwall inequality and Itô-Levy formula. The study systematically covers linear Itô stochastic systems with state and control-dependent noise, Markovian switching, semi-Markovian Switching, Wiener noise and poisson noises, stochastic time-varying systems with Wiener and Poisson noises, uncertain mean-field stochastic systems with Wiener and Poisson noises, nonlinear stochastic Markov jump systems with impulsive effects, Mean-field jump-diffusion systems. It is a useful resource for researchers, engineers, and graduate students in control, applied mathematics, and engineering.
Zhiguo Yan
Finite-time stability Finite-time stochastic stabilization Stochastic systems Matrix inequalities State feedback controller Dynamic output feedback controller Mode-dependent parameter approach Reverse differential Gronwall inequality H2/H∞ control Nonlinear stochastic Markov jump systems Uncertain mean-field stochastic systems Wiener and Poisson noises Finite-time annular domain guaranteed cost controllers Mean-field jump-diffusion systems