FEEDBACK STABILIZATION OF AFFINE IN THE CONTROL STOCHASTIC DIFFERENTIAL-SYSTEMS BY THE CONTROL LYAPUNOV FUNCTION-METHOD

Authors
FLORCHINGER P
Citation
P. Florchinger, FEEDBACK STABILIZATION OF AFFINE IN THE CONTROL STOCHASTIC DIFFERENTIAL-SYSTEMS BY THE CONTROL LYAPUNOV FUNCTION-METHOD, SIAM journal on control and optimization, 35(2), 1997, pp. 500-511
Citations number
17
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
35
Issue
2
Year of publication
1997
Pages
500 - 511
Database
ISI
SICI code
0363-0129(1997)35:2<500:FSOAIT>2.0.ZU;2-L
Abstract
The purpose of this paper is to study the asymptotic stability in prob ability of affine in the control stochastic differential systems. Suff icient conditions for the existence of control Lyapunov functions lead ing to the existence of stabilizing feedback laws which are smooth, ex cept possibly at the equilibrium point of the system, are provided.