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Stabilization of a class of nonlinear composite stochastic systems. (English) Zbl 0962.93087

Starting from well-known linear composite stochastic systems in the form \[ \dot{x}=f(x)+G(x,\xi)C\xi,\qquad \dot{\xi}=A\xi +Bu \] the author investigates stochastic systems with an additional nonlinear function in the second equation. The main result of the paper is the proof of exponential stabilization in mean square by feedback laws for such systems if some sufficient conditions are verified.

MSC:

93E15 Stochastic stability in control theory
93D15 Stabilization of systems by feedback
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References:

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