A converse Lyapunov theorem for almost sure stabilizability

DOI10.1016/j.sysconle.2006.06.011zbMath1120.93356arXivmath/0405166MaRDI QIDQ864477

Annalisa Cesaroni

Publication date: 9 February 2007

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0405166

zbMATH Keywords

stochastic control; stabilizability; asymptotic stability; degenerate diffusion; control Lyapunov function; viscosity solutions; viability; almost sure stability; Hamilton--Jacobi--bellman inequalities

Mathematics Subject Classification ID

93C95: Application models in control theory

93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory

93D20: Asymptotic stability in control theory

93D09: Robust stability

93E15: Stochastic stability in control theory

93E03: Stochastic systems in control theory (general)

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

Related Items

Almost sure properties of controlled diffusions and worst case properties of deterministic systems, Stochastic stability of quasi-integrable Hamiltonian systems with time delay by using Lyapunov function method, Barbashin-Krasovskii theorem for stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Conditional essential suprema with applications
• A geometric characterization of viable sets for controlled degenerate diffusions
• Stability of dynamical systems with competitive controls: The degenerate case
• Invariance of stochastic control systems with deterministic arguments
• Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions
• Existence of Lipschitz and Semiconcave Control-Lyapunov Functions
• On the Existence of Optimal Controls
• Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
• A Lyapunov-Like Characterization of Asymptotic Controllability
• User’s guide to viscosity solutions of second order partial differential equations
• The viability theorem for stochastic differential inclusions²
• Propagation of maxima and strong maximum principle for viscosity solutions of degenerate elliptic equations. II: Concave operators
• Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
• Robustness of exponential stability of stochastic differential delay equations
• Inverse Optimality in Robust Stabilization
• Almost Sure Stabilizability of Controlled Degenerate Diffusions
• Optimal Discounted Stochastic Control for Diffusion Processes
• Converse Theorems for Stochastic Liapunov Functions
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Liapunov functions and stability in control theory