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Inverse optimal stabilization for stochastic nonlinear systems whose linearizations are not stabilizable. (English) Zbl 1158.93411

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:

93E15 Stochastic stability in control theory
93E10 Estimation and detection in stochastic control theory
93E03 Stochastic systems in control theory (general)
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