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Lyapunov characterization for the stability of stochastic control systems


Abedi, Fakhreddin and Leong, Wah June and Abedi, Mohammad (2015) Lyapunov characterization for the stability of stochastic control systems. Mathematical Problems in Engineering, 2015. art. no. 584935. pp. 1-7. ISSN 1024-123X; ESSN: 1563-5147

Abstract / Synopsis

Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established. We extend the well-known Artstein-Sontag theorem to derive the necessary and sufficient conditions for the input-to-state stabilization of stochastic control systems. Illustrating example is provided.

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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
DOI Number: 10.1155/2015/584935
Publisher: Hindawi Publishing Corporation
Keywords: Lyapunov characterization; Stability; Stochastic control systems
Depositing User: Nurul Ainie Mokhtar
Date Deposited: 15 Dec 2015 09:12
Last Modified: 15 Dec 2015 09:12
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