Dynamic robust stabilization of stochastic differential control systems

DOI10.1093/IMAMCI/DNS040zbMath1279.93092OpenAlexW1979933695MaRDI QIDQ5396900

Wah June Leong, Fakhreddin Abedi

Publication date: 4 February 2014

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/30324/1/Dynamic%20robust%20stabilization%20of%20stochastic%20differential%20control%20systems.pdf

zbMATH Keywords

dynamic control Lyapunov functionrobust stability in probabilitystochastic differential control system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Adaptive or robust stabilization (93D21) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (6)

A notion of stability in probability of stochastic nonlinear systems ⋮ Lyapunov characterization for the stability of stochastic control systems ⋮ On exponential stability of composite stochastic control systems ⋮ Exponential input-to-state stability of composite stochastic systems ⋮ Stabilization of some composite stochastic control systems with nontrivial solutions ⋮ Exponential stability of some interconnected stochastic control systems with non-trivial equilibria

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