Finite time inverse optimal stabilization for stochastic nonlinear systems. (English) Zbl 1291.93244

Cai, Xiushan; Lin, Yuhang; Zhang, Wei

Abstr. Appl. Anal. 2013, Article ID 323806, 8 p. (2013).

Summary: This paper deals with finite time inverse optimal stabilization for stochastic nonlinear systems. A concept of the stochastic finite time control Lyapunov function (SFT-CLF) is presented, and a control law for finite time stabilization for the closed-loop system is obtained. Furthermore, a sufficient condition is developed for finite time inverse optimal stabilization in probability, and a control law is designed to ensure that the equilibrium of the closed-loop system is finite time inverse optimal stable. Finally, an example is given to illustrate the applications of theorems established in this paper.

MSC:

93D15	Stabilization of systems by feedback
93E15	Stochastic stability in control theory
93E20	Optimal stochastic control

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