Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information
Sign Up to like & getrecommendations! Published in 2017 at "Asian Journal of Control"
DOI: 10.1002/asjc.1382
Abstract: In this paper, we study a new type of differential game problems of backward stochastic differential delay equations under partial information. A class of time-advanced stochastic differential equations ASDEs is introduced as the adjoint process… read more here.
Keywords: partial information; stochastic differential; backward stochastic; equations partial ... See more keywords
The truncated Euler–Maruyama method for stochastic differential delay equations
Sign Up to like & getrecommendations! Published in 2017 at "Numerical Algorithms"
DOI: 10.1007/s11075-017-0391-0
Abstract: The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Khasminskii-type condition were discussed by Mao (Appl. Math. Comput. 217, 5512–5524 2011), and the theory there showed that the Euler–Maruyama (EM) numerical solutions… read more here.
Keywords: numerical solutions; stochastic differential; euler maruyama; differential delay ... See more keywords
Stability of highly nonlinear hybrid stochastic integro-differential delay equations
Sign Up to like & getrecommendations! Published in 2019 at "Nonlinear Analysis: Hybrid Systems"
DOI: 10.1016/j.nahs.2018.09.001
Abstract: Abstract For the past few decades, the stability criteria for the stochastic differential delay equations (SDDEs) have been studied intensively. Most of these criteria can only be applied to delay equations where their coefficients are… read more here.
Keywords: delay equations; highly nonlinear; stability; delay ... See more keywords
Stabilisation of highly non‐linear continuous‐time hybrid stochastic differential delay equations by discrete‐time feedback control
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DOI: 10.1049/iet-cta.2019.0822
Abstract: In this study, the authors consider how to use discrete-time state feedback to stabilise hybrid stochastic differential delay equations. The coefficients of these stochastic differential delay equations do not satisfy the conventional linear growth conditions,… read more here.
Keywords: discrete time; time; stochastic differential; differential delay ... See more keywords
Hautus–Yamamoto criteria for approximate and exact controllability of linear difference delay equations
Sign Up to like & getrecommendations! Published in 2022 at "Discrete and Continuous Dynamical Systems"
DOI: 10.3934/dcds.2023049
Abstract: The paper deals with the controllability of finite-dimensional linear difference delay equations, i.e., dynamics for which the state at a given time $t$ is obtained as a linear combination of the control evaluated at time… read more here.
Keywords: exact controllability; linear difference; delay equations; difference delay ... See more keywords