Optimal stabilization of stochastic systems

DOI10.1016/0022-247X(83)90077-XzbMath0537.93068MaRDI QIDQ792943

Yannis A. Phillis

Publication date: 1983

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Lyapunov functionoptimal stabilizationstochastic asymptotic stability in the large

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) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Existence of optimal solutions to problems involving randomness (49J55) Model systems in control theory (93C99)

Related Items (3)

Optimal superexponential stabilization of solutions of linear stochastic differential equations ⋮ On stabilization of Itô stochastic time-varying systems ⋮ On the optimal stabilization of an integral manifold

Cites Work

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• Stability and stabilization of stochastic systems with respect to some of the variables
• Linear filter in the stabilization problem for linear stochastic systems with incomplete information
• Optimal stabilization of linear stochastic systems
• Stabilization of a linear stochastic system subjected to White noise - type parametric disturbances
• On the optimal stabilization of controlled systems
• Upper and lower bounds on the solution of the algebraic Riccati equation
• A direct way to stabilize continuous-time and discrete-time linear time-varying systems
• Criterion of existence of an optimal control for a class of linear stochastic systems

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