Optimal practical stabilization and controllability of systems with Markovian jumps

DOI10.1016/S0362-546X(03)00116-0zbMath1031.93154MaRDI QIDQ1400274

D. Massart

Publication date: 13 August 2003

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

controllability; vector Lyapunov function; Hamilton-Jacobi-Bellman; nonlinear systems with Markovian jumps; optimal practical stabilization

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93B05: Controllability

93D15: Stabilization of systems by feedback

93D30: Lyapunov and storage functions

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory