arXiv subjects

Xiangyun Lin

Publications and source records attributed to Xiangyun Lin.

2 recordsLinked to original sources

arXiv2017

New Approach to General Nonlinear Discrete-Time Stochastic $H_\infty$ Control

In this paper, a new approach based on convex analysis is introduced to solve the $H_\infty$ problem for discrete-time nonlinear stochastic systems. A stochastic version of bounded real lemma is proved and the state feedback $H_\infty$ control is studied. Two examples are presented to show the effectiveness of our developed theory.

math.OC↗

arXiv2014

Lyapunov-type conditions and stochastic differential equations driven by $G$-Brownian motion

This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs is obtained by localization methods, also the stability of such GSDEs are discussed with Lyapunov-type conditions.

math.PR↗