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Exponential stabilization and synthesis of discrete stochastic systems - MaRDI portal

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Exponential stabilization and synthesis of discrete stochastic systems (Q1913094)

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scientific article; zbMATH DE number 880952
Language Label Description Also known as
English
Exponential stabilization and synthesis of discrete stochastic systems
scientific article; zbMATH DE number 880952

    Statements

    Exponential stabilization and synthesis of discrete stochastic systems (English)
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    3 June 1996
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    A large class of discrete-time nonlinear stochastic systems is considered. Exponential stabilizability with probability one is the property that is being investigated. Necessary and sufficient conditions for a state feedback control to have this property are given in terms of functional inequalities. These inequalities do not easily lend themselves to numerical computation. So, an approximation is resorted to, giving a solution by mathematical programming.
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    exponential stabilizability
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    discrete-time
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    nonlinear
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    numerical computation
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    programming
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