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: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Publishing Corporation
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/34406/1/Lyapunov%20Characterization%20for%20the%20Stability%20of.pdf http://psasir.upm.edu.my/id/eprint/34406/ http://www.hindawi.com/journals/mpe/2015/584935/abs/ |
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