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
Official URL: http://www.hindawi.com/journals/mpe/2015/584935/ab...
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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