A UNIVERSAL FORMULA FOR THE STABILIZATION OF CONTROL STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：110

作者：

FLORCHINGER, P

机构：

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

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

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1993年 / 11卷 / 02期

关键词：

D O I：

10.1080/07362999308809308

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we provide a formula for a stabilizing feedback law for control stochastic differential equations. This result extends Artstein's theorem to nonlinear control systems corrupted by noise.

引用

页码：155 / 162

页数：8

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