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Title: Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback (English)
Author: Florchinger, Patrick
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 54
Issue: 2
Year: 2018
Pages: 321-335
Summary lang: English
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Category: math
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Summary: In this paper we give sufficient conditions under which a nonlinear stochastic differential system without unforced dynamics is globally asymptotically stabilizable in probability via time-varying smooth feedback laws. The technique developed to design explicitly the time-varying stabilizers is based on the stochastic Lyapunov technique combined with the strategy used to construct bounded smooth stabilizing feedback laws for passive nonlinear stochastic differential systems. The interest of this work is that the class of stochastic systems considered in this paper contains a lot of systems which cannot be stabilized via time-invariant feedback laws. (English)
Keyword: stochastic differential systems
Keyword: Smooth time–varying feedback law
Keyword: Global asymptotic stability in probability
MSC: 60H10
MSC: 93C10
MSC: 93D05
MSC: 93D15
MSC: 93E15
idZBL: Zbl 06890423
idMR: MR3807718
DOI: 10.14736/kyb-2018-2-0321
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Date available: 2018-05-30T16:07:28Z
Last updated: 2020-01-05
Stable URL: http://hdl.handle.net/10338.dmlcz/147197
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