Stabilization of a class of nonlinear stochastic systems (Q5906529): Difference between revisions

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Revision as of 03:03, 20 March 2024

scientific article; zbMATH DE number 590986
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Stabilization of a class of nonlinear stochastic systems
scientific article; zbMATH DE number 590986

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    Stabilization of a class of nonlinear stochastic systems (English)
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    29 March 1995
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    The stochastic differential equation \[ dx= (Ax+ Bu+ f(x,u))dt+ g(x,u)dw \] is considered, with a certain set of conditions on \(A\), \(B\), \(f\) and \(g\). It is shown that there exists a linear feedback law \(u=Kx\) such that the resulting equation is exponentially stable in mean square. The proof is given by constructing an appropriate Lyapunov function.
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    stochastic stability
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    stabilization
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