A new decomposition method for stochastic dynamic stabilization

A new decomposition method for stochastic dynamic stabilization

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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:
Abstract:

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.

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