On stabilization of Itô stochastic time-varying systems

DOI10.1007/S11424-017-6071-0zbMath1381.93101OpenAlexW2600432441MaRDI QIDQ1697737

Rong Gao, Huan-Shui Zhang

Publication date: 20 February 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-017-6071-0

zbMATH Keywords

receding horizon controlmean-square stabilitystochastic time-varying system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic stability in control theory (93E15)

Related Items (1)

A necessary and sufficient RHC stabilizability condition for stochastic control with delayed input

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