Asymptotic stabilization by state feedback for a class of stochastic nonlinear systems with time-varying coefficients (Q1717971)

Summary: This paper investigates the problem of state-feedback stabilization for a class of upper-triangular stochastic nonlinear systems with time-varying control coefficients. By introducing effective coordinates, the original system is transformed into an equivalent one with tunable gain. After that, by using the low gain homogeneous domination technique and choosing the low gain parameter skillfully, the closed-loop system can be proved to be globally asymptotically stable in probability. The efficiency of the state-feedback controller is demonstrated by a simulation example.