GLOBAL STABILIZATION OF COMPOSITE STOCHASTIC-SYSTEMS

The aim of this paper is to investigate the stabilizability problem fo r composite stochastic systems and to apply the results to partially l inear composite stochastic systems. In particular, we state sufficient conditions under which there exists a feedback law which renders the equilibrium solution of the closed-loop system deduced from a composit e stochastic system exponentially stable in mean square. In the case o f partially linear composite stochastic systems, the stabilizing feedb ack law is linear and is related to the solution of a stochastic Ricca ti-type equation.