Lyapunov characterization for the stability of stochastic control systems (Q1666065)

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scientific article; zbMATH DE number 6926713
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    Lyapunov characterization for the stability of stochastic control systems
    scientific article; zbMATH DE number 6926713

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      Lyapunov characterization for the stability of stochastic control systems (English)
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      27 August 2018
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      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.
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