A CONSTRUCTIVE EXTENSION OF ARTSTEIN'S THEOREM TO THE STOCHASTIC CONTEXT

DOI10.1142/S0219493702000418zbMath1049.93085OpenAlexW2083709364MaRDI QIDQ3149364

Patrick Florchinger, Laurent Daumail

Publication date: 2002

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493702000418

zbMATH Keywords

Lyapunov functionstochastic stabilityArtstein's theoremfeedback lawcontrolled stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15)

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Continuous feedback stabilization for a class of affine stochastic nonlinear systems ⋮ A universal design of Freeman's formula for the stabilization of stochastic systems

Cites Work

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