Almost Global Stochastic Stability

DOI10.1137/040618850zbMath1124.34033arXivmath/0411311OpenAlexW3099133928MaRDI QIDQ5294586

Ramon van Handel

Publication date: 25 July 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0411311

zbMATH Keywords

convex optimizationasymptotic behaviorWiener processstochastic differential equationsglobal stabilitystochastic stabilitystochastic flowsadjoint operatornonlinear stochastic controlstabilizing controllerscharacteristic operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Related Items (13)

A notion of stability in probability of stochastic nonlinear systems ⋮ Lyapunov characterization for the stability of stochastic control systems ⋮ A stable adaptive synchronization scheme for uncertain chaotic systems via observer ⋮ Almost global stability of nonlinear switched systems with mode-dependent and edge-dependent average dwell time ⋮ Maximum likelihood estimator for hidden Markov models in continuous time ⋮ Lyapunov function for nonuniform in time global asymptotic stability in probability with application to feedback stabilization ⋮ Robustness of Delayed Multistable Systems ⋮ Lyapunov Density Criteria for Time-Varying and Periodically Time-Varying Nonlinear Systems with Converse Results ⋮ Stabilization of some composite stochastic control systems with nontrivial solutions ⋮ Feedback stabilization and adaptive stabilization of stochastic nonlinear systems by the control Lyapunov function ⋮ Stability in the almost everywhere sense: a linear transfer operator approach ⋮ Robustness of delayed multistable systems with application to droop-controlled inverter-based microgrids ⋮ A Lyapunov-density criterion for almost everywhere stability of a class of Lipschitz continuous and almost everywhereC¹nonlinear systems

This page was built for publication: Almost Global Stochastic Stability