<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>The purpose of this paper is to provide sufficient conditions for the stabilizability of weak solutions of stochastic differential systems when both the drift and diffusion are affine in the control. This result extends the well–known theorem of Jurdjevic– Quinn (Jurdjevic and Quinn, 1978) to stochastic differential systems under weaker conditions on the system coefficients than those assumed in Florchinger (2002).</p>
</abstract>

The purpose of this paper is to provide sufficient conditions for the stabilizability of weak solutions of stochastic differential systems when both the drift and diffusion are affine in the control. This result extends the well–known theorem of Jurdjevic– Quinn (Jurdjevic and Quinn, 1978) to stochastic differential systems under weaker conditions on the system coefficients than those assumed in Florchinger (2002).

A Jurdjevic-Quinn theorem for stochastic differential systems under weak conditions

Control and Cybernetics

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

The purpose of this paper is to provide sufficient conditions for the stabilizability of weak solutions of stochastic differential systems when both the drift...

A Jurdjevic-Quinn theorem for stochastic differential systems under weak conditions

Data publikacji: 12 sie 2022

Zakres stron: 21 - 29

Otrzymano: 01 cze 2021

Przyjęty: 01 gru 2021

DOI: https://doi.org/10.2478/candc-2022-0002

Słowa kluczowe
stochastic differential system, weak solution of stochastic differential equation, asymptotic stability in probability, Barbashin–Krasovskii theorem, stabilizing state feedback law

© 2022 Patrick Florchinger, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

A Jurdjevic-Quinn theorem for stochastic differential systems under weak conditions

Data publikacji: 12 sie 2022

Zakres stron: 21 - 29

Otrzymano: 01 cze 2021

Przyjęty: 01 gru 2021

DOI: https://doi.org/10.2478/candc-2022-0002

Słowa kluczowestochastic differential system, weak solution of stochastic differential equation, asymptotic stability in probability, Barbashin–Krasovskii theorem, stabilizing state feedback law

© 2022 Patrick Florchinger, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Słowa kluczowe
stochastic differential system, weak solution of stochastic differential equation, asymptotic stability in probability, Barbashin–Krasovskii theorem, stabilizing state feedback law