Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback
Kybernetika, Tome 54 (2018) no. 2, pp. 321-335
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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.
DOI :
10.14736/kyb-2018-2-0321
Classification :
60H10, 93C10, 93D05, 93D15, 93E15
Keywords: stochastic differential systems; Smooth time–varying feedback law; Global asymptotic stability in probability
Keywords: stochastic differential systems; Smooth time–varying feedback law; Global asymptotic stability in probability
@article{10_14736_kyb_2018_2_0321,
author = {Florchinger, Patrick},
title = {Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback},
journal = {Kybernetika},
pages = {321--335},
publisher = {mathdoc},
volume = {54},
number = {2},
year = {2018},
doi = {10.14736/kyb-2018-2-0321},
mrnumber = {3807718},
zbl = {06890423},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-2-0321/}
}
TY - JOUR AU - Florchinger, Patrick TI - Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback JO - Kybernetika PY - 2018 SP - 321 EP - 335 VL - 54 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-2-0321/ DO - 10.14736/kyb-2018-2-0321 LA - en ID - 10_14736_kyb_2018_2_0321 ER -
%0 Journal Article %A Florchinger, Patrick %T Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback %J Kybernetika %D 2018 %P 321-335 %V 54 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-2-0321/ %R 10.14736/kyb-2018-2-0321 %G en %F 10_14736_kyb_2018_2_0321
Florchinger, Patrick. Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback. Kybernetika, Tome 54 (2018) no. 2, pp. 321-335. doi: 10.14736/kyb-2018-2-0321
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