Lyapunov’s stability analysis for first degree polynomial systems, subject to risk-sensitive control

Gerardo Armando Hernandez-Castorena, Maria Aracelia Alcorta-Garcia, Jose Armando Saenz-Esqueda and Gerardo Maximiliano Mendez

Mathematics and Computers in Simulation (MATCOM), 2024, vol. 226, issue C, 464-473

Abstract: This work presents a novel methodology to verify the stability of first-degree stochastic polynomial systems under a Risk-Sensitive (RS) optimal control using Lyapunov’s stability analysis theory. The so-called Lyapunov’s indirect method is applied to prove its stability when it is combined with the dynamics of Riccati’s gain equation. The proposed methodology guarantees both the exponential stability of deterministic systems and the robustness of stochastic systems. Simulation results demonstrate the robustness, the effectiveness and the feasibility of this proposal.

Keywords: Lyapunov’s analysis; RS controllers; Nonlinear polynomial systems; Robustness of the solution (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:226:y:2024:i:c:p:464-473

DOI: 10.1016/j.matcom.2024.07.006

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