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December 17, 2002211 citations

Lyapunov-like techniques for stochastic stability

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PFPatrick Florchinger

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Abstract

The purpose of this paper is to give a survey of the results proved in Florchinger (1993) concerning the stabilizability problem for control stochastic nonlinear systems driven by a Wiener process. Sufficient conditions for the existence of stabilizing feedback laws which are smooth, except possibly at the equilibrium point of the system, are provided by means of stochastic Lyapunov-like techniques. The notion of dynamic asymptotic stability in probability of control stochastic differential systems is introduced, and the stabilization by means of dynamic controllers is studied.>

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Patrick Florchinger (2002) studied this question.

synapsesocial.com/papers/6a1fdb7e702b8f8c062e38dehttps://doi.org/10.1109/cdc.1994.411071
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