Global stabilization of composite stochastic systems

✍ Scribed by P. Florchinger

• Book ID: 104353027
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 678 KB
• Volume: 33
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/s0898-1221(97)00038-2

✦ Synopsis

The aim of this paper is to investigate the stabilizability problem for composite stochastic systems and to apply the results to partially linear composite stochastic systems. In particular, we state sufficient conditions under which there exists a feedback law which renders the equilibrium solution of the closed-loop system deduced from a composite stochastic system exponentially stable in mean square. In the csse of partially linear composite stochastic systems, the stabilizing feedback law is linear and is related to the solution of a stochastic Fticcati-type equation.