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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.

93E15Stochastic stability
93E10Estimation and detection in stochastic control
93E03General theory of stochastic systems
Full Text: DOI
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