UPM Institutional Repository

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


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.

Download File

[img] PDF
Lyapunov Characterization for the Stability of.pdf
Restricted to Repository staff only

Download (1MB)

Additional Metadata

Item Type: Article
Divisions: Faculty of Science
DOI Number: https://doi.org/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 01:12
Last Modified: 15 Dec 2015 01:12
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1155/2015/584935
URI: http://psasir.upm.edu.my/id/eprint/34406
Statistic Details: View Download Statistic

Actions (login required)

View Item View Item