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Stochastic nonlinear stabilization — II: Inverse optimality

✍ Scribed by Hua Deng; Miroslav Krstić

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
392 KB
Volume
32
Category
Article
ISSN
0167-6911

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✦ Synopsis

After considering the stabilization of a specific class of stochastic nonlinear systems in a companion paper, in this second part, we address the classical question of when is a stabilizing (in probability) controller optimal and show that for every system with a. stochastic control Lyapunov function it is possible to construct a controller which is optimal with respect to a meaningful cost functional. Then we return to the problem from Part I and design an optimal backstepping controller whose cost functional includes penalty on control effort and which has an infinite gain margin.

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