Lyapunov function for nonuniform in time global asymptotic stability in probability with application to feedback stabilization.
We extend the well-known Artstein-Sontag theorem by introducing the concept of control Lyapunov function for the notion of nonuniform in time global asymptotic stability in probability of stochastic differential system, when both the drift and diffusion terms are affine in the control. The main resu...
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Main Authors: | , , |
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Format: | Article |
Language: | English English |
Published: |
Springer Verlag
2011
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Online Access: | http://psasir.upm.edu.my/id/eprint/25006/1/Lyapunov%20function%20for%20nonuniform%20in%20time%20global%20asymptotic%20stability%20in%20probability%20with%20application%20to%20feedback%20stabilization.pdf http://psasir.upm.edu.my/id/eprint/25006/ http://link.springer.com/ |
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Institution: | Universiti Putra Malaysia |
Language: | English English |