Lyapunov Functions for Linear Stochastic Differential Equations: BMI Formulation of the Conditions

DOI10.5220/0008192201470155OpenAlexW2968255113MaRDI QIDQ6180886FDOQ6180886

Authors: Sigurdur Hafstein 

Publication date: 2 January 2024

Published in: Proceedings of the 16th International Conference on Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5220/0008192201470155

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zbMATH Keywords

stochastic differential equationLyapunov functionbilinear matrix inequalities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and storage functions (93D30) Stochastic stability in control theory (93E15)

Cited In (1)

• Review on contraction analysis and computation of contraction metrics

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