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A universal formula for the stabilization of control stochastic differential equations
131
Citations
11
References
1993
Year
Nonlinear ControlEngineeringUniversal FormulaStochastic SystemMathematical Control TheoryFeedback LawProcess ControlStochastic Dynamical SystemSystems EngineeringStochastic ControlStochastic Differential EquationControllabilityControl SystemsStability
In this paper, we provide a formula for a stabilizing feedback law for control stochastic differential equations. This result extends Artstein's theorem to nonlinear control systems corrupted by noise.
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