Finite-Time Stability and Stabilization of Linear Itô Stochastic Systems with State and Control-Dependent Noise

DOI10.1002/asjc.531zbMath1327.93393OpenAlexW1899512758MaRDI QIDQ3454382

Guoshan Zhang, Weihai Zhang, Zhi-Guo Yan

Publication date: 24 November 2015

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.531

zbMATH Keywords

matrix inequalitystochastic systemsfinite-time stabilityfinite-time stochastic stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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