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A stochastic Jurdjevic-Quinn theorem for the stabilization of nonlinear stochastic differential systems. (English) Zbl 0997.93096

The author presents a feedback control by means of which one can globally asymptotically stabilize (in probability) a stochastic nonlinear control system satisfying a Jurdjevic-Quinn type condition. The result generalizes a pertinent theorem of H. Bensoubaya, A. Ferfara and A. Iggidr.

MSC:

93E15 Stochastic stability in control theory
93D15 Stabilization of systems by feedback
93C10 Nonlinear systems in control theory
93D20 Asymptotic stability in control theory
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References:

[1] Bensoubaya M., Comptes Rendus de l’Académie des Sciences de Paris 323 pp 427– (1996)
[2] DOI: 10.1080/07362999808809515 · Zbl 0897.93052
[3] DOI: 10.1080/07362999408809364 · Zbl 0810.60051
[4] Florchinger, P. ”A stochastic Jurdjevic-Quinn theorem. Submitted for publication”. · Zbl 1014.60062
[5] DOI: 10.1016/0022-0396(78)90135-3 · Zbl 0417.93012
[6] Khasminskii R. Z., Stochastic stability of differential equations (1980)
[7] Kushner H. J., Lecture Notes in Mathematics 294 pp 97– (1972)
[8] Outbib R., Systems and Control Letters 18 pp 93– (1992)
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