Impulsive control of stochastic system under the sense of stochastic asymptotical stability  

作　　者：牛玉俊 马戈 

机构地区：[1]Department of Applied Math,Nanyang Institute of Technology

出　　处：《Chinese Physics B》2010年第11期207-211,共5页中国物理B（英文版）

基　　金：Project supported by the National Natural Science Foundation of China (Grant No. 10902085)

摘　　要：This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution＇s stochastic asymptotical stability. From the comparison theory, it can find out whether the stochastic impulsive differential system is stable just by studying the stability of a deterministic comparison system. As a general application of this theory, it controls the chaos of stochastic Lii system using impulsive control method, and numerical simulations are employed to verify the feasibility of this method.This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution＇s stochastic asymptotical stability. From the comparison theory, it can find out whether the stochastic impulsive differential system is stable just by studying the stability of a deterministic comparison system. As a general application of this theory, it controls the chaos of stochastic Lii system using impulsive control method, and numerical simulations are employed to verify the feasibility of this method.

关 键 词：stochastic impulsive system stochastic asymptotical stability comparison theory impulsive control 

分 类 号：O415.5[理学—理论物理]