Lyapunov-Like Techniques for Stochastic Stability

  • Authors:
  • Patrick Florchinger

  • Affiliations:
  • -

  • Venue:
  • SIAM Journal on Control and Optimization
  • Year:
  • 1995

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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.