课程名称: Stabilisation of by Feedback Control based on Discrete-time Observations

授课人：毛学荣 教授，英国思克莱德大学

课程介绍:In this 1-week short course we are concerned with the stabilisation of continuous-time hybrid stochastic differential equations (also known as stochastic differential equations with Markovian switching) by feedback controls based on discrete-time observations. The stabilization by continuous-time feedback controls for such equations had been discussed by many authors before 2013. In 2013, Mao initiated the study the mean-square exponential stabilisation by feedback controls based on discrete-time state observations. He also obtained an upper bound on the duration  between two consecutive state observations. In this talk, we will discuss the general technique used in Mao (2013) and point out that the bound on  there is not very sharp. We will then show how to obtain a better bound on  making use of Lyapunov functionals. We will not only discuss the stabilisation in the sense of exponential stability (as Mao (2013) did) but also in other sense of  stability or asymptotic stability. We will not only consider the mean square stability but also the almost sure stability.

短课程授课时间及地点:

毛学荣教授简介：毛学荣，英国思克莱德大学(University of Strathclyde)数学与统计系教授，爱丁堡皇家协会会士。荣获2013/14扬子江教授奖，2015年度英国Leverhulme研究奖，2016年度英国皇家协会Wolfson研究功勋奖等。毛学荣教授在随机系统稳定性、时滞随机系统的稳定性与控制、随机微分方程数值解等方面做出了一系列创新性学术成果。他提出的随机Razumikhin方法和随机LaSalle原理为现代随机稳定性分析奠定了理论基础，他也是非线性随机微分方程数值稳定性分析理论和非线性系统随机镇定理论的开创者。至今，已出版专著5部，发表SCI论文200余篇。有10多篇论文进入ScienceDirect最热门文献（TOP 25 Hottest Articles）。毛学荣教授的随机稳定性理论在随机神经网络，随机人口模型，生物工程随机建模，金融随机分析等领域得到了广泛应用。