International Journal of Systems Science · 1986 · 24 citations · 4 references
EngineeringComputer SystemsDynamical SystemsStochastic ProcessesSystem DynamicsControl SystemsControl TheoryFeedback ControlStabilityStochastic ControlStochastic StabilityClosed-loop StabilityControl Lyapunov FunctionsFeedback StabilityStabilization TheoryStochastic Control StabilityStochastic Differential SystemsStochastic Dynamical SystemsStochastic Lyapunov Functions
Abstract In this paper, we present certain sufficient conditions for (feedback) stabilizability of controlled stochastic systems. Theoretical results are illustrated by three examples applied to electrically suspended gyros.
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On a Matrix Riccati Equation of Stochastic Control
W.M. Wonham · SIAM Journal on Control · 1968 · 1K citations