A converse Lyapunov theorem for almost sure stabilizability

DOI10.1016/J.SYSCONLE.2006.06.011zbMath1120.93356arXivmath/0405166OpenAlexW1996327409MaRDI QIDQ864477

Annalisa Cesaroni

Publication date: 9 February 2007

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0405166

zbMATH Keywords

stochastic controlstabilizabilityasymptotic stabilitydegenerate diffusioncontrol Lyapunov functionviscosity solutionsviabilityalmost sure stabilityHamilton--Jacobi--bellman inequalities

Mathematics Subject Classification ID

Application models in control theory (93C95) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20) Robust stability (93D09) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (7)

Stabilization by unbounded‐variation noises ⋮ Conditions for local almost sure asymptotic stability ⋮ A Lyapunov theorem certifying global weak reachability for stochastic difference inclusions with random inputs ⋮ New criterion of partial asymptotic stability in probability of stochastic differential equations ⋮ Stochastic stability of quasi-integrable Hamiltonian systems with time delay by using Lyapunov function method ⋮ Barbashin-Krasovskii theorem for stochastic differential equations ⋮ Almost sure properties of controlled diffusions and worst case properties of deterministic systems

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