Stabilization of stochastic nonlinear systems driven by noise of unknown covariance

DOI10.1109/9.940927zbMath1008.93068OpenAlexW2153392494WikidataQ59622059 ScholiaQ59622059MaRDI QIDQ4540455

Ruth J. Williams, Krstić, Miroslav, Hua Deng

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/9sj5z31w

zbMATH Keywords

differential gameadaptive stabilizationcontrol Lyapunov functionglobal stochastic Lyapunov theoremsnoise covariancestochastic disturbance attenuation

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Adaptive or robust stabilization (93D21) Stochastic stability in control theory (93E15) Stochastic games, stochastic differential games (91A15)

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