Stochastic stabilization of quasi-partially integrable Hamiltonian systems by using Lyapunov exponent (Q1418925)

An \(n\) degree-of-freedom weakly controlled quasi-Hamiltonian system governed by some equations of motion is considered. The averaged stochastic differential equations for the controlled \(r\) first integrals are derived from the equations of motion of a given system by using the stochastic averaging method. A dynamic programming equation for the ergodic control problem of the averaged system with undetermined cost function is established. The optimal control law is derived. The asymptotic stability with probability one of the optimally controlled system is analyzed by evaluating the maximal Lyapounov exponent of the completely averaged Ito equations for the \(r\) first integrals. The cost function and optimal control forces are determined by the requirements of stabilizing the system. As a result, a procedure for designing a feedback control to asymptotically stabilize, with probability one, a quasi-partially integrable Hamiltonian system is given. The application of the proposed procedure is illustrated by an example. Compared with the control Lyapunov function method, the proposed procedure is simpler and has the advantage of obtaining necessary and sufficient stability conditions and to meet the stabilising requirement with a certain stability margin.