Converse Theorems for Stochastic Liapunov Functions

DOI10.1137/0305015zbMath0183.19401OpenAlexW2052873276MaRDI QIDQ5574408

Harold J. Kushner

Publication date: 1967

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0305015

zbMATH Keywords

probability theory

Related Items (63)

On discrete stochastic bilinear systems stability ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ A new decomposition method for stochastic dynamic stabilization ⋮ Employment cycles in search equilibrium ⋮ Stochastic Lyapunov functions without differentiability at supposed equilibria ⋮ A notion of stability in probability of stochastic nonlinear systems ⋮ Global stabilization of composite stochastic systems ⋮ Robust observers for neutral jumping systems with uncertain information ⋮ An asymptotic stability theorem of Peuteman--Aeyels for Itô processes and its applications in synchronous switching systems ⋮ A converse Lyapunov theorem for almost sure stabilizability ⋮ Delay-dependent stochastic stability of delayed Hopfield neural networks with Markovian jump parameters ⋮ Stability analysis for impulsive stochastic delay differential equations with Markovian switching ⋮ On optimal control of a Brownian motion ⋮ Stability with probability 1 of solutions of systems of linear Ito stochastic differential-difference equations ⋮ Lyapunov characterization for the stability of stochastic control systems ⋮ Practical stochastic uniform input-to-state stability of perturbed triangular systems ⋮ Sliding mode control for singular stochastic Markovian jump systems with uncertainties ⋮ On aggregation of information in competitive markets: The dynamic case ⋮ Zubov's method for controlled diffusions with state constraints ⋮ Existence of random invariant periodic curves via random semiuniform ergodic theorem ⋮ Global asymptotic stabilisation in probability of nonlinear stochastic systems via passivity ⋮ A Lyapunov theorem certifying global weak reachability for stochastic difference inclusions with random inputs ⋮ Stochastic hybrid system with non-homogeneous jumps ⋮ Stability and robustness analysis of a linear time-periodic system subjected to random perturbations ⋮ On the stabilization of interconnected stochastic systems ⋮ Lyapunov function for nonuniform in time global asymptotic stability in probability with application to feedback stabilization ⋮ Manufacturing systems: wear modeling and numerical procedures ⋮ Robust stability and controllability of stochastic differential delay equations with Markovian switching. ⋮ Uncertain jumping systems with strong and weak functional delays. ⋮ Delay-dependent stochastic stability and \(H_{\infty}\) analysis for time-delay systems with Markovian jumping parameters. ⋮ Stochastic piecewise affine control with application to pitch control of helicopter ⋮ On the asymptotical and practical stability of stochastic control systems ⋮ Stabilization for a class of large-scale stochastic nonlinear systems with decentralized controller design ⋮ Discrete bilinear stochastic systems with time-varying delay: Stability analysis and control synthesis ⋮ Stability analysis of semilinear stochastic differential equations ⋮ A PASSIVE SYSTEM APPROACH TO FEEDBACK STABILIZATION OF NONLINEAR STOCHASTIC SYSTEMS ⋮ Stabilization of some composite stochastic control systems with nontrivial solutions ⋮ Feedback stabilization and adaptive stabilization of stochastic nonlinear systems by the control Lyapunov function ⋮ Exponential stability of some interconnected stochastic control systems with non-trivial equilibria ⋮ Clustering of discretely observed diffusion processes ⋮ Delay-range-dependent robust \(H^\infty \) filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters ⋮ Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters ⋮ Mixed \(\mathcal H_2/\mathcal H_{\infty }\) control of uncertain jumping time-delay systems ⋮ Co-design of safe and efficient networked control systems in factory automation with state-dependent wireless fading channels ⋮ Stabilization of Passive Nonlinear Stochastic Differential Systems by Bounded Feedback ⋮ Continuous simultaneous stabilization of single-input nonlinear stochastic systems ⋮ On the simultaneous stabilization of stochastic nonlinear systems ⋮ Global regulation for a class of stochastic high-order nonlinear systems with multiple unknown control directions ⋮ Rate of decay for solutions of stochastic differential equations ⋮ Robust \(H_{\infty }\)-filter design for neutral stochastic uncertain systems with time-varying delay ⋮ A survey of stability of stochastic systems ⋮ Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations ⋮ Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems ⋮ STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD ⋮ Ergodic expansions in small noise problems ⋮ A robust power and rate control method for state-delayed wireless networks ⋮ Worst case control of uncertain jumping systems with multi-state and input delay information ⋮ Robust stochastic stabilization and \(H_{\infty}\) control of uncertain neutral stochastic time-delay systems ⋮ A CONSTRUCTIVE EXTENSION OF ARTSTEIN'S THEOREM TO THE STOCHASTIC CONTEXT ⋮ Classical converse theorems in Lyapunov's second method ⋮ Stabilization of a class of nonlinear composite stochastic systems ⋮ Observer design for stochastic one-sided Lipschitz Lur'e differential inclusion system ⋮ Nonparametric estimation of periodic signal disturbed by α-stable noises

This page was built for publication: Converse Theorems for Stochastic Liapunov Functions