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Dynamic robust stabilization of stochastic differential control systems


Citation

Abedi, Fakhreddin and Wah, June Leong (2013) Dynamic robust stabilization of stochastic differential control systems. IMA Journal of Mathematical Control and Information, 30 (4). pp. 559-569. ISSN 0265-0754; ESSN: 1471-6887

Abstract / Synopsis

The stabilization of stochastic differential control systems by means of dynamic feedback laws is provided. We extend the well-known Artstein–Sontag theorem to derive the necessary and sufficient conditions for the dynamic robust stabilization of stochastic differential systems. An explicit formula for feedback law exhibiting dynamic robust stability in probability is established, and a numerical example is also given to illustrate our results.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
DOI Number: 10.1093/imamci/dns040
Publisher: Oxford University Press
Keywords: Dynamic control Lyapunov function; Robust stability in probability; Stochastic differential control system.
Depositing User: Umikalthom Abdullah
Date Deposited: 23 Sep 2014 17:11
Last Modified: 09 Sep 2015 15:25
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1093/imamci/dns040
URI: http://psasir.upm.edu.my/id/eprint/30324
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