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The concept of ‘exponential input to state stability’ for stochastic systems and applications to feedback stabilization. (English) Zbl 0913.93067

Summary: This paper presents a version of Sontag’s well-known ‘input-to-state-stability’ property for stochastic systems. This concept is used to derive sufficient conditions for global stabilization for a certain class of stochastic nonlinear systems by means of static and dynamic output feedback.

MSC:

93D25 Input-output approaches in control theory
93E15 Stochastic stability in control theory
93C10 Nonlinear systems in control theory
93B52 Feedback control
93D15 Stabilization of systems by feedback
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