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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Bibliographic Details
Main Authors: Abedi, Fakhreddin, Abu Hassan, Malik, Md. Arifin, Norihan
Format: Article
Language:English
English
Published: Springer Verlag 2011
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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