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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
On stability of nonlinear stochastic control systems

On stability of nonlinear stochastic control systems

Abedi, Fakhreddin
Leong, Wah June

Paperback

Probability & Statistics

ISBN10: 3659186880
ISBN13: 9783659186882
Publisher: Lap Lambert Academic Pub
Published: Jul 17 2012
Pages: 120
Weight: 0.41
Height: 0.28 Width: 6.00 Depth: 9.00
Language: English
The subject of stability theory for nonlinear control systems by method of Lyapunov has been studied considerably for many years and one of its branches, the stochastic form of this systems has been investigated by a number of researchers. Lyapunov method that originally developed for deterministic systems has been extended to stochastic systems. The stochastic version of the Lyapunov theorem obtains necessary and sufficient conditions for the stability of stochastic control systems at their equilibrium state. Although the stabilization of stochastic control systems by the method of Lyapunov is of great importance in control theory problems, but there are very few researches on these systems. These motivate us to employ Lyapunov method to extend stabilization results for deterministic control systems to a wider class of stochastic control systems driven by a Wiener process. The material that we provide in this book is both wonderfully practical and rich in research opportunities. It has connections to Physics, Mathematics, control theory and stochasti process.

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