Lyapunov characterization for the stability of stochastic control systems (Q1666065)
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scientific article; zbMATH DE number 6926713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lyapunov characterization for the stability of stochastic control systems |
scientific article; zbMATH DE number 6926713 |
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Lyapunov characterization for the stability of stochastic control systems (English)
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27 August 2018
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Summary: Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established. We extend the well-known Artstein-Sontag theorem to derive the necessary and sufficient conditions for the input-to-state stabilization of stochastic control systems. Illustrating example is provided.
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