Title :
Lyapunov-like techniques for stochastic stability
Author :
Florchinger, Patrick
Author_Institution :
Dept. de Math., Metz Univ., France
Abstract :
The purpose of this paper is to give a survey of the results proved in Florchinger (1993) concerning the stabilizability problem for control stochastic nonlinear systems driven by a Wiener process. Sufficient conditions for the existence of stabilizing feedback laws which are smooth, except possibly at the equilibrium point of the system, are provided by means of stochastic Lyapunov-like techniques. The notion of dynamic asymptotic stability in probability of control stochastic differential systems is introduced, and the stabilization by means of dynamic controllers is studied
Keywords :
Lyapunov methods; asymptotic stability; feedback; nonlinear control systems; stochastic processes; stochastic systems; Lyapunov-like techniques; Wiener process; control stochastic differential systems; control stochastic nonlinear systems; dynamic asymptotic stability; dynamic controllers; stabilizability; stabilizing feedback laws; stochastic stability; sufficient existence conditions; Asymptotic stability; Control systems; Feedback; Nonlinear control systems; Nonlinear equations; Nonlinear systems; Riccati equations; Stochastic processes; Stochastic systems; Sufficient conditions;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411071
