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Dynamic robust stabilization of stochastic differential control systems

The stabilization of stochastic differential control systems by means of dynamic feedback laws is provided. We extend the well-known Artstein–Sontag theorem to derive the necessary and sufficient conditions for the dynamic robust stabilization of stochastic differential systems. An explicit formula...

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Main Authors: Abedi, Fakhreddin, Leong, Wah June
Format: Article
Language:English
Published: Oxford University Press 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30324/1/Dynamic%20robust%20stabilization%20of%20stochastic%20differential%20control%20systems.pdf
http://psasir.upm.edu.my/id/eprint/30324/
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spelling my.upm.eprints.303242019-10-09T08:24:46Z http://psasir.upm.edu.my/id/eprint/30324/ Dynamic robust stabilization of stochastic differential control systems Abedi, Fakhreddin Leong, Wah June The stabilization of stochastic differential control systems by means of dynamic feedback laws is provided. We extend the well-known Artstein–Sontag theorem to derive the necessary and sufficient conditions for the dynamic robust stabilization of stochastic differential systems. An explicit formula for feedback law exhibiting dynamic robust stability in probability is established, and a numerical example is also given to illustrate our results. Oxford University Press 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30324/1/Dynamic%20robust%20stabilization%20of%20stochastic%20differential%20control%20systems.pdf Abedi, Fakhreddin and Leong, Wah June (2013) Dynamic robust stabilization of stochastic differential control systems. IMA Journal of Mathematical Control and Information, 30 (4). pp. 559-569. ISSN 0265-0754; ESSN: 1471-6887 10.1093/imamci/dns040
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description The stabilization of stochastic differential control systems by means of dynamic feedback laws is provided. We extend the well-known Artstein–Sontag theorem to derive the necessary and sufficient conditions for the dynamic robust stabilization of stochastic differential systems. An explicit formula for feedback law exhibiting dynamic robust stability in probability is established, and a numerical example is also given to illustrate our results.
format Article
author Abedi, Fakhreddin
Leong, Wah June
spellingShingle Abedi, Fakhreddin
Leong, Wah June
Dynamic robust stabilization of stochastic differential control systems
author_facet Abedi, Fakhreddin
Leong, Wah June
author_sort Abedi, Fakhreddin
title Dynamic robust stabilization of stochastic differential control systems
title_short Dynamic robust stabilization of stochastic differential control systems
title_full Dynamic robust stabilization of stochastic differential control systems
title_fullStr Dynamic robust stabilization of stochastic differential control systems
title_full_unstemmed Dynamic robust stabilization of stochastic differential control systems
title_sort dynamic robust stabilization of stochastic differential control systems
publisher Oxford University Press
publishDate 2013
url http://psasir.upm.edu.my/id/eprint/30324/1/Dynamic%20robust%20stabilization%20of%20stochastic%20differential%20control%20systems.pdf
http://psasir.upm.edu.my/id/eprint/30324/
_version_ 1648738104058576896
score 13.160551

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