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Feedback stabilization of stochastic bilinear systems and of some nonlinear stochastic systems

 

作者: Patrick Florchinger,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1994）
卷期: Volume 12, issue 5  

页码: 527-541

 

ISSN:0736-2994

 

年代: 1994

 

DOI:10.1080/07362999408809371

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

The purpose of this note, is to derive sufficient conditions for the existence of stabilizing feedback laws for control stochastic bilinear systems and to apply these results to the stabilization of a class of nonlinear stochastic differential systems. The method used in this paper rely on the stochastic Lyapunov machinery

 

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