Nearly optimal singular controls for wideband noise driven systems
SIAM Journal on Control and Optimization
Adaptive control: stability, convergence, and robustness
Adaptive control: stability, convergence, and robustness
Adaptive algorithms and stochastic approximations
Adaptive algorithms and stochastic approximations
Adaptive signal processing algorithms: stability and performance
Adaptive signal processing algorithms: stability and performance
Introduction to Stochastic Search and Optimization
Introduction to Stochastic Search and Optimization
Real Time Optimization by Extremum Seeking Control
Real Time Optimization by Extremum Seeking Control
On non-local stability properties of extremum seeking control
Automatica (Journal of IFAC)
Stochastic extremum seeking with applications to mobile sensor networks
ACC'09 Proceedings of the 2009 conference on American Control Conference
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We investigate stochastic averaging on the infinite time interval for a class of continuous-time nonlinear systems with stochastic perturbation and remove or weaken several restrictions present in existing results: global Lipschitzness of the nonlinear vector field, equilibrium preservation under the stochastic perturbation, global exponential stability of the average system, and compactness of the state space of the perturbation process. If an equilibrium of the average system is exponentially stable, we show that the original system is exponentially practically stable in probability. If, in addition, the original system has the same equilibrium as the average system, then the equilibrium of the original system is locally asymptotically stable in probability. These results extend the deterministic general averaging for aperiodic functions to the stochastic case.