Dynamic robust stabilization of stochastic differential control systems
The stabilization of stochastic differential control systems by means of dynamic feedback laws is provided. We extend the well-known Artstein–Sontag theorem to derive the necessary and sufficient conditions for the dynamic robust stabilization of stochastic differential systems. An explicit formula...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Oxford University Press
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30324/ http://psasir.upm.edu.my/id/eprint/30324/1/Dynamic%20robust%20stabilization%20of%20stochastic%20differential%20control%20systems.pdf |
| _version_ | 1848846645016395776 |
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| author | Abedi, Fakhreddin Leong, Wah June |
| author_facet | Abedi, Fakhreddin Leong, Wah June |
| author_sort | Abedi, Fakhreddin |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | The stabilization of stochastic differential control systems by means of dynamic feedback laws is provided. We extend the well-known Artstein–Sontag theorem to derive the necessary and sufficient conditions for the dynamic robust stabilization of stochastic differential systems. An explicit formula for feedback law exhibiting dynamic robust stability in probability is established, and a numerical example is also given to illustrate our results. |
| first_indexed | 2025-11-15T09:06:00Z |
| format | Article |
| id | upm-30324 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T09:06:00Z |
| publishDate | 2013 |
| publisher | Oxford University Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-303242019-10-09T08:24:46Z http://psasir.upm.edu.my/id/eprint/30324/ Dynamic robust stabilization of stochastic differential control systems Abedi, Fakhreddin Leong, Wah June The stabilization of stochastic differential control systems by means of dynamic feedback laws is provided. We extend the well-known Artstein–Sontag theorem to derive the necessary and sufficient conditions for the dynamic robust stabilization of stochastic differential systems. An explicit formula for feedback law exhibiting dynamic robust stability in probability is established, and a numerical example is also given to illustrate our results. Oxford University Press 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30324/1/Dynamic%20robust%20stabilization%20of%20stochastic%20differential%20control%20systems.pdf Abedi, Fakhreddin and Leong, Wah June (2013) Dynamic robust stabilization of stochastic differential control systems. IMA Journal of Mathematical Control and Information, 30 (4). pp. 559-569. ISSN 0265-0754; ESSN: 1471-6887 10.1093/imamci/dns040 |
| spellingShingle | Abedi, Fakhreddin Leong, Wah June Dynamic robust stabilization of stochastic differential control systems |
| title | Dynamic robust stabilization of stochastic differential control systems |
| title_full | Dynamic robust stabilization of stochastic differential control systems |
| title_fullStr | Dynamic robust stabilization of stochastic differential control systems |
| title_full_unstemmed | Dynamic robust stabilization of stochastic differential control systems |
| title_short | Dynamic robust stabilization of stochastic differential control systems |
| title_sort | dynamic robust stabilization of stochastic differential control systems |
| url | http://psasir.upm.edu.my/id/eprint/30324/ http://psasir.upm.edu.my/id/eprint/30324/ http://psasir.upm.edu.my/id/eprint/30324/1/Dynamic%20robust%20stabilization%20of%20stochastic%20differential%20control%20systems.pdf |