Lyapunov-Like Techniques for Stochastic Stability
- 1 July 1995
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 33 (4), 1151-1169
- https://doi.org/10.1137/s0363012993252309
Abstract
The purpose of this paper is to study the stabilizability problem for control stochastic nonlinear systems driven by a Wiener process. Sufficient conditions for the existence of stabilizing feedback laws that 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
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