On a universal formula for the stabilization of control stochastic nonlinear systems

被引：12

作者：

Chabour, R

Oumoun, M

机构：

[1] Univ Metz, INRIA Lorraine, CONGE Project, F-57045 Metz, France

[2] Univ Metz, MMAS, CNRS, URA 399, F-57045 Metz, France

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1999年 / 17卷 / 03期

关键词：

Artstein's theorem; nonlinear stochastic systems; feedback law; stochastic stability;

D O I：

10.1080/07362999908809606

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents an explicit formula for a stabilizing feedback law for control stochastic differential equations. This result extends Artstein's theorem to nonlinear control systems corrupted by noise.

引用

页码：359 / 368

页数：10

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