Article ID: | iaor1996382 |
Country: | United States |
Volume: | 29 |
Issue: | 3 |
Start Page Number: | 31 |
End Page Number: | 36 |
Publication Date: | Feb 1995 |
Journal: | Computers & Mathematics with Applications |
Authors: | Florchinger P. |
The aim of this paper is to prove that the stabilizability of a controlled nonlinear stochastic system can be deduced from the stabilizability of a ‘reduced’ system for which the existence of a stabilizing feedback law can be decided more easily. This result extends the well-known deterministic ‘chain of integrator lemma’ by using a different scheme of reduction for the original stochastic system.