Lyapunov Characterization for the Stability of Stochastic Control Systems

Fakhreddin Abedi, Wah June Leong and Mohammad Abedi

Mathematical Problems in Engineering, 2015, vol. 2015, 1-7

Abstract:

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.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:584935

DOI: 10.1155/2015/584935

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