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 |
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Format: | Article |
Language: | English |
Published: |
Oxford University Press
2013
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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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