Journal of the Ramanujan Mathematical Society

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Lyapunov Functions in Weak Exponential Stability and Controlled Stochastic Systems


Affiliations
1 Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong
     

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The concept of weak exponential stability of stochastic differential equations has been introduced in [14]. In this paper, we discuss the existence of a Lyapunov function related to weak exponential stability in mean. We then study the stabilization of a class of controlled stochastic systems.

Keywords

Weakly Exponential Stability, Stochastic Differential Systems, Controllability.
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  • Lyapunov Functions in Weak Exponential Stability and Controlled Stochastic Systems

Abstract Views: 231  |  PDF Views: 0

Authors

Allanus H. Tsoi
Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong
Bo Zhang
Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong

Abstract


The concept of weak exponential stability of stochastic differential equations has been introduced in [14]. In this paper, we discuss the existence of a Lyapunov function related to weak exponential stability in mean. We then study the stabilization of a class of controlled stochastic systems.

Keywords


Weakly Exponential Stability, Stochastic Differential Systems, Controllability.