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Zbl 1158.93411
Li, Wuquan; Xie, Xuejun
Inverse optimal stabilization for stochastic nonlinear systems whose linearizations are not stabilizable. (English)
[J] Automatica 45, No. 2, 498-503 (2009). ISSN 0005-1098

Summary: After considering the stabilization of a class of high-order stochastic nonlinear systems which are neither necessarily feedback linearizable nor affine in the control input, in this brief paper, we further address the problem of state-feedback inverse optimal stabilization in probability, i.e., our redesigned stabilizing backstepping controller is also optimal with respect to meaningful cost functionals.

MSC 2000:: *93E15 Stochastic stability
93E10 Estimation and detection in stochastic control
93E03 General theory of stochastic systems

Keywords: stochastic nonlinear systems; inverse optimal stabilization; state-feedback

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