Feedback stabilization of stochastic bilinear systems and of some nonlinear stochastic systems |
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| Authors: | Patrick Florchinger |
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| Institution: | 1. Département de Mathématiques , Université de Metz, Ile du Saulcy , URA CNRS No 399,UFR MIM, Metz, Cedex, F 57045, France;2. INRIA Lorraine, Projet Congé CESCOM , Technopole de Metz 2000 , METZ, F 57070, France |
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| Abstract: | The purpose of this note, is to derive sufficient conditions for the existence of stabilizing feedback laws for control stochastic bilinear systems and to apply these results to the stabilization of a class of nonlinear stochastic differential systems. The method used in this paper rely on the stochastic Lyapunov machinery |
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