Almost sure exponential stabilisation of stochastic systems by state-feedback control

DOI10.1016/j.automatica.2007.05.027zbMath1283.93303OpenAlexW2110642096MaRDI QIDQ2440618

Liangjian Hu, Xuerong Mao

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/13860/

zbMATH Keywords

stochastic stabilitystabilisationmean-square stabilityalmost sure stabilitylinear matrix inequality (LMI)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

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Uses Software

• Matlab
• LMI toolbox

Cites Work

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