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Keywords: stochastic control Lyapunov functions
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Journal Articles
Article Type: Research-Article
J. Dyn. Sys., Meas., Control. February 2020, 142(2): 021003.
Paper No: DS-19-1039
Published Online: November 14, 2019
...Wassim M. Haddad; Xu Jin In this paper, we develop a constructive finite time stabilizing feedback control law for stochastic dynamical systems driven by Wiener processes based on the existence of a stochastic control Lyapunov function. In addition, we present necessary and sufficient conditions...