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Stability of Linear Systems with Control Dependent Noise

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Publication:5675609
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DOI10.1137/0311030zbMath0258.93027OpenAlexW2030918015MaRDI QIDQ5675609

Ulrich G. Haussmann

Publication date: 1973

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0311030



Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)


Related Items (2)

A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise ⋮ Feedback stabilizability for stochastic systems with state and control dependent noise




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