On Exponential Stability of Stochastic Control Systems

Fakhreddin Abedi () and Wah June Leong ()
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Fakhreddin Abedi: Universiti Putra Malaysia, Department of Mathematics, Faculty of Science
Wah June Leong: Universiti Putra Malaysia, Department of Mathematics, Faculty of Science

A chapter in International Conference on Mathematical Sciences and Statistics 2013, 2014, pp 13-19 from Springer

Abstract: Abstract In this paper, we study the exponential input-to-state stability in probability of a wider class of composite stochastic control system. Our aim is to establish sufficient conditions for exponential input-to-state stability in probability of this composite system. We also give a numerical example illustrating our results.

Keywords: Stochastic Control System (SCS); Exponential Stability; Reise SP; Control Lyapunov Function; Spiliotis (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-4585-33-0_2

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DOI: 10.1007/978-981-4585-33-0_2

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