报告题目：

Stabilization of regime-switching processes by feedback control based on discrete time observations

报 告 人：

邵井海 教授(天津大学)

报告时间：

2017年11月17日 10:00--11:00

报告地点：

数学院三楼报告厅

报告摘要：

Regime-switching processes contain two components: continuous

component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general diffusion processes, and much more difficulties are needed to be overcome due to the intensive interaction between continuous and discrete component. In this talk, we study the feedback control depending on discrete-time observations of the state process and the switching process. Our criteria depend explicitly on the regular conditions of the coefficients of stochastic differential equations and on the stationary distribution of the switching process. The sharpness of our criteria is shown through studying the stability of linear systems, which also shows explicitly that the stability of hybrid stochastic differential equations depends essentially on the long time behavior of the switching process.