Lyapunov characterization for the stability of stochastic control systems (Q1666065)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lyapunov characterization for the stability of stochastic control systems |
scientific article |
Statements
Lyapunov characterization for the stability of stochastic control systems (English)
0 references
27 August 2018
0 references
Summary: Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established. We extend the well-known Artstein-Sontag theorem to derive the necessary and sufficient conditions for the input-to-state stabilization of stochastic control systems. Illustrating example is provided.
0 references
