Stabilization of Stochastic Dynamical Systems of a Random Structure with Markov Switches and Poisson Perturbations

An optimal control for a dynamical system optimizes a certain objective function. Here, we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps, which makes the system stable in probability. Sufficient condi...

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Bibliographic Details

Published in:	Mathematics
Main Authors:	Taras Lukashiv, Yuliia Litvinchuk, Igor V. Malyk, Anna Golebiewska, Petr V. Nazarov
Format:	Article
Language:	English
Published:	MDPI AG 2023-01-01
Subjects:	optimal control Lyapunov function system of stochastic differential equations Markov switches Poisson perturbations
Online Access:	https://www.mdpi.com/2227-7390/11/3/582