New results on universal formulas for the stabilization of stochastic differential systems
Author:
Patrick Florchinger a
| Affiliation: | a Universit de Metz D partement de Math matiques IIe du Saulcy, UFR MIM, METZ, Cedex, France |
DOI:
10.1080/07362999808809530
Publication Frequency:
6 issues per year
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(English)
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Abstract
The aim of this paper is to compute explict formulas for stabilizing feedback laws for nonlinear stochastic differential system for which a control Lapuov function is know The stochastic artstein theorem established previously is extended to deal with control value sets with special forms.
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| Keywords: Asymptotic stability in probability; Stochastic differential equation; Control Lyapunov function; Feedback law |
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