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

doi:10.1088/1674-1056/19/11/110511

Abstract 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 Lü system using impulsive control method, and numerical simulations are employed to verify the feasibility of this method.

Keywords: stochastic impulsive system stochastic asymptotical stability comparison theory impulsive control

Received: 25 September 2009
Revised: 07 May 2010
Accepted manuscript online:

PACS:	02.30.Hq	(Ordinary differential equations)
	02.50.Ey	(Stochastic processes)
	05.45.Pq	(Numerical simulations of chaotic systems)

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

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Niu Yu-Jun(牛玉俊) and Ma Ge(马戈) Impulsive control of stochastic system under the sense of stochastic asymptotical stability 2010 Chin. Phys. B 19 110511

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

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