Global stabilization of affine stochastic systems

DOI10.1080/07362999708809491MaRDI QIDQ4363895zbMATH OpenOpenAlexFDO

Authors Patrick Florchinger

Publication date 24 August 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809491

zbMATH Keywords

feedback stabilizationLyapunov functionstability in probabilitystochastic stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Review text

Sufficient conditions are given for the existence of controls \(u_i\) which render the trivial solution of \[ dx= [Ax+ \sum u_ih_i(x)]dt+ \sum B_j x_t dW^j_t, \] \(h(0)= 0\), \(x\in\mathbb{R}^n\), globally asymptotically stable in probability. The conditions call for a Lyapunov function \(V\) with the property that the only zero common to both certain derivatives of \(V\) involving only the vector fields of the uncontrolled system and derivatives which also involve the vector fields \(h_i\) is the zero-vector.

Recommendations

• Stabilization of a class of nonlinear stochastic systems
• Lyapunov-Like Techniques for Stochastic Stability
• Feedback Stabilization of Affine in the Control Stochastic Differential Systems by the Control Lyapunov Function Method
• Continuous feedback stabilization for a class of affine stochastic nonlinear systems

Cites work

• A stochastic version of Jurdjevic–Quinn theorem
• Feedback stabilization of stochastic bilinear systems and of some nonlinear stochastic systems
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• Lyapunov-Like Techniques for Stochastic Stability

Cited in

(7)

• Stabilization of a stochastic system of linear discrete regulator control
• Global stabilization of affine systems via virtual outputs
• A PASSIVE SYSTEM APPROACH TO FEEDBACK STABILIZATION OF NONLINEAR STOCHASTIC SYSTEMS
• Stabilization of Passive Nonlinear Stochastic Differential Systems by Bounded Feedback
• Global Almost-Sure Reachability in Stochastic Constant-Rate Multi-Mode Systems
• scientific article; zbMATH DE number 940944 (Why is no real title available?)
• Lyapunov-Like Techniques for Stochastic Stability

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