CONTROLLABILITY AND PRACTICAL STABILIZATION OF ˆ NONLINEAR IT O-TYPE STOCHASTIC CONTROLLED SYSTEMS

TitleCONTROLLABILITY AND PRACTICAL STABILIZATION OF ˆ NONLINEAR IT O-TYPE STOCHASTIC CONTROLLED SYSTEMS
Publication TypeJournal Article
Year of Publication2009
AuthorsSATHANANTHAN, S, ANABTAWI, MAHMOUD
Secondary TitleCommunications in Applied Analysis
Volume13
Issue2
Start Page213
Pagination230
Date Published04/2009
Type of Workscientific: mathematics
ISSN1083–2564
AMS34D20, 93E15, 93E20
Abstract
In this paper, the concept of practical stability is investigated for a class of controlled stochastic systems of the Ito-Doob type. By using vector Lyapunov-like functions and comparison principle, sufficient conditions are established for various types of practical stability criteria in the p-th mean and in probability. This comparison principle allows one to determine the practical stability criteria of a nonlinear stochastic system by testing the practical stability of the corresponding auxiliary deterministic system with random initial condition. Finally, for the stochastic systems we discuss the controllability and study the optimal practical stabilization of controlled stochastic systems via the well known Hamilton-Jacobi-Bellman equation.
URLhttp://www.acadsol.eu/en/articles/13/2/5.pdf
Short TitleCONTROLLABILITY AND PRACTICAL STABILIZATION
Refereed DesignationRefereed
Full Text

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