Feedback stabilization of affine in the control stochastic differential systems by the control lyapunov function method

被引：68

作者：

Florchinger, P

机构：

[1] U. de Recherche Associée, Ctr. Natl. de la Rech. Sci. No. 399, Université de Metz, F 57045 Metz Cedex, Ile du Saulcy

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1997年 / 35卷 / 02期

关键词：

stochastic stability; control stochastic differential equation; control Lyapunov function; feedback law;

D O I：

10.1137/S0363012995279961

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The purpose of this paper is to study the asymptotic stability in probability of affine in the control stochastic differential systems. Sufficient conditions for the existence of control Lyapunov functions leading to the existence of stabilizing feedback laws which are smooth, except possibly at the equilibrium point of the system, are provided.

引用

页码：500 / 511

页数：12

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