LYAPUNOV-LIKE TECHNIQUES FOR STOCHASTIC STABILITY

被引:216
作者
FLORCHINGER, P [1 ]
机构
[1] INRIA LORRAINE,CESCOM,PROJET CONGE,F-57070 METZ,FRANCE
关键词
STOCHASTIC STABILITY; CONTROL STOCHASTIC DIFFERENTIAL EQUATION; FEEDBACK LAW;
D O I
10.1137/S0363012993252309
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 stabilizability problem for control stochastic nonlinear systems driven by a Wiener process. Sufficient conditions for the existence of stabilizing feedback laws that are smooth, except possibly at the equilibrium point of the system, are provided by means of stochastic Lyapunov-like techniques. The notion of dynamic asymptotic stability in probability of control stochastic differential systems is introduced and the stabilization by means of dynamic controllers is studied.
引用
收藏
页码:1151 / 1169
页数:19
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