We study a delayed fuzzy $H_{\infty }$ control problem for an offshore platform under external wave forces. First, by considering perturbations of the masses of the platform and an active mass damper, a Takagi–Sugeno fuzzy model is established. Then, by introducing time delays into the control channel, a delayed fuzzy state feedback $H_{\infty }$ controller is designed. Simulation results show that the delayed fuzzy state feedback $H_{\infty }$ controller can reduce vibration amplitudes of the offshore platform and can save control cost significantly.

We investigate delayed state feedback control of a periodic-review inventory management system with perishable goods. The stock under consideration is replenished from multiple supply sources. By using delayed states as well as current states of the inventory system, a delayed feedback $H_{\infty }$ control strategy is developed to mitigate bullwhip effects of the system. Some conditions on the existence of the delayed feedback $H_{\infty }$ controller are derived. It is found through simulation results that the proposed delayed $H_{\infty }$ control scheme is capable of improving the performance of the inventory management significantly. In addition, the delayed controller is better than the traditional delay-free $H_{\infty }$ controller.

The influence of a global delayed feedback control which acts on a system governed by asubcritical complex Ginzburg-Landau equation is considered. The method based on avariational principle is applied for the derivation of low-dimensional evolution models.In the framework of those models, one-pulse and two-pulse solutions are found, and theirlinear stability analysis is carried out. The application of the finite-dimensional modelallows to reveal the existence of chaotic oscillatory regimes and regimes withdouble-period and quadruple-period oscillations. The diagram of regimes resembles thosefound in the damped-driven nonlinear Schrödinger equation. The obtained results arecompared with the results of direct numerical simulations of the original problem.

We consider a reflected Lévy process without negative jumps, starting at the origin. When the reflected process first upcrosses level K, a timer is activated. After D time units, the timer expires and the Lévy exponent of the Lévy process is changed. As soon as the process hits zero again, the Lévy exponent reverses to the original function. If the process has reached the origin before the timer expires then the Lévy exponent does not change. Using martingale techniques, we analyze the steady-state distribution of the resulting process, reflected at the origin. We pay special attention to the cases of deterministic and exponential timers, and to the following three special Lévy processes: (i) a compound Poisson process plus negative drift (corresponding to an M/G/1 queue), (ii) Brownian motion, and (iii) a Lévy process that is a subordinator until the timer expires.