FEEDBACK STABILIZATION OF STOCHASTIC BILINEAR-SYSTEMS AND OF SOME NONLINEAR STOCHASTIC-SYSTEMS

被引：6

作者：

FLORCHINGER, P

机构：

[1] UNIV METZ,UFR MIM,DEPT MATH,CNRS,URA 399,F-57045 METZ,FRANCE

[2] CESCOM,INRIA LORRAINE,PROJET CONGE,F-57070 METZ,FRANCE

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1994年 / 12卷 / 05期

关键词：

D O I：

10.1080/07362999408809371

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The purpose of this note is to derive sufficient conditions for the existence of stabilizing feedback laws for control stochastic bilinear systems and to apply these results to the stabilization of a class of nonlinear stochastic differential systems. The method used in this paper rely on the stochastic Lyapunov machinery.

引用

页码：527 / 541

页数：15

共 14 条

[1]

Arnold L., 1974, STOCHASTIC DIFFERENT

[2]

CHABOUR R, 1991, CR ACAD SCI I-MATH, V312, P1017

[3]

FLORCHING P, 2ND P EUR CONTR C

[4] A UNIVERSAL FORMULA FOR THE STABILIZATION OF CONTROL STOCHASTIC DIFFERENTIAL-EQUATIONS [J].