Title :
A stochastic version of Artstein´s theorem
Author :
Florchinger, Patrick
Abstract :
The purpose of this paper is to extend to the stochastic context the well-known theorem of Artstein. The aim of the paper is to design an explicit and in a sense "universal" formula for a stabilizing state feedback law for nonlinear stochastic differential systems the drift and diffusion terms of which being affine in the control.
Keywords :
Lyapunov methods; nonlinear control systems; state feedback; stochastic processes; stochastic systems; Artstein´s theorem; affine systems; diffusion; drift; nonlinear stochastic differential systems; stabilizing state feedback law; universal formula; Control systems; Equations; Erbium; Lyapunov method; Nonlinear control systems; State feedback; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184800
