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Global stabilization of stochastic nonlinear systems

Mohamed Bensoubaya 1, 2 Abdelhak Ferfera 1, 2 Abderrahman Iggidr 1
1 CONGE - Geometric control for non-linear systems
MMAS - Laboratoire Méthodes Mathématiques pour l'Analyse des Systèmes, INRIA Lorraine
Abstract : We consider stochastic nonaffine nonlinear control systems dxt=f(xt,u) dt+g(xt,u) dωt, ω being a standard Wiener process, for which we give a sufficient condition for global stabilization by a bounded smooth state feedback which is explicitly given. This condition generalizes the well known Jurdjevic-Quinn result (1978) for deterministic affine control systems
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Mohamed Bensoubaya, Abdelhak Ferfera, Abderrahman Iggidr. Global stabilization of stochastic nonlinear systems. 37th IEEE Conference on Decision and Control, Dec 1998, Tampa, Florida, United States. pp.2376--2377, ⟨10.1109/cdc.1998.757728⟩. ⟨hal-01862873⟩

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