Finite Time Inverse Optimal Stabilization for Stochastic Nonlinear Systems

oleh: Xiushan Cai, Yuhang Lin, Wei Zhang

Format: Article
Diterbitkan: Hindawi Limited 2013-01-01

Deskripsi

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.