Lyapunov characterization for the stability of stochastic control systems

Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established. We extend the well-known Artstein-Sontag theorem to derive the necessary and sufficient conditions for the input-to-state stabilization of stochas...

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Main Authors: Abedi, Fakhreddin, Leong, Wah June, Abedi, Mohammad
Format: Article
Language:English
Published: Hindawi Publishing Corporation 2015
Online Access:http://psasir.upm.edu.my/id/eprint/34406/
http://psasir.upm.edu.my/id/eprint/34406/1/Lyapunov%20Characterization%20for%20the%20Stability%20of.pdf
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author Abedi, Fakhreddin
Leong, Wah June
Abedi, Mohammad
author_facet Abedi, Fakhreddin
Leong, Wah June
Abedi, Mohammad
author_sort Abedi, Fakhreddin
building UPM Institutional Repository
collection Online Access
description Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established. We extend the well-known Artstein-Sontag theorem to derive the necessary and sufficient conditions for the input-to-state stabilization of stochastic control systems. Illustrating example is provided.
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institution Universiti Putra Malaysia
institution_category Local University
language English
last_indexed 2025-11-15T09:23:47Z
publishDate 2015
publisher Hindawi Publishing Corporation
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spelling upm-344062015-12-15T01:12:20Z http://psasir.upm.edu.my/id/eprint/34406/ Lyapunov characterization for the stability of stochastic control systems Abedi, Fakhreddin Leong, Wah June Abedi, Mohammad Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established. We extend the well-known Artstein-Sontag theorem to derive the necessary and sufficient conditions for the input-to-state stabilization of stochastic control systems. Illustrating example is provided. Hindawi Publishing Corporation 2015 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/34406/1/Lyapunov%20Characterization%20for%20the%20Stability%20of.pdf Abedi, Fakhreddin and Leong, Wah June and Abedi, Mohammad (2015) Lyapunov characterization for the stability of stochastic control systems. Mathematical Problems in Engineering, 2015. art. no. 584935. pp. 1-7. ISSN 1024-123X; ESSN: 1563-5147 http://www.hindawi.com/journals/mpe/2015/584935/abs/ 10.1155/2015/584935
spellingShingle Abedi, Fakhreddin
Leong, Wah June
Abedi, Mohammad
Lyapunov characterization for the stability of stochastic control systems
title Lyapunov characterization for the stability of stochastic control systems
title_full Lyapunov characterization for the stability of stochastic control systems
title_fullStr Lyapunov characterization for the stability of stochastic control systems
title_full_unstemmed Lyapunov characterization for the stability of stochastic control systems
title_short Lyapunov characterization for the stability of stochastic control systems
title_sort lyapunov characterization for the stability of stochastic control systems
url http://psasir.upm.edu.my/id/eprint/34406/
http://psasir.upm.edu.my/id/eprint/34406/
http://psasir.upm.edu.my/id/eprint/34406/
http://psasir.upm.edu.my/id/eprint/34406/1/Lyapunov%20Characterization%20for%20the%20Stability%20of.pdf