Finite Time Inverse Optimal Stabilization for Stochastic Nonlinear Systems. (29th July 2013)

• Record Type: Journal Article
• Authors: Cai, Xiushan; Lin, Yuhang; Zhang, Wei
• Other Names: Kocinac Ljubisa Academic Editor.
• Is Part Of: Abstract and applied analysis. Volume 2013(2013)
• Publication Date: 2013-07-29
• Subjects: Mathematical analysis -- Periodicals; Mathematical analysis; Applied Mathematics; Mathematical Analysis; Periodicals; 515.05
• DOI: 10.1155/2013/323806
• Languages: English
• ISSNs: 1085-3375

Abstract

Abstract : 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.