Strong Solutions of Stochastic Differential Equations in Finite-Time Stabilization

被引：1
|
作者：
Hoshino, Kenta [1 ]
Nishimura, Yuki [2 ]
机构：
[1] Aoyama Gakuin Univ, Dept Elect & Elect Engn, Sagamihara, Kanagawa, Japan
[2] Kagoshima Univ, Div Mech Engn, Grad Sch Sci & Engn, Kagoshima, Japan
来源：
IFAC PAPERSONLINE | 2018年 / 51卷 / 13期
关键词：
Stochastic Systems; Stochastic Control; Nonlinear Control; Feedback Stabilization; Stabilization Methods; Finite-Time Stabilization; NONLINEAR-SYSTEMS; STABILITY;
D O I：
10.1016/j.ifacol.2018.07.289
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper discusses the finite-time stabilization of stochastic systems. Because the finite-time stabilization requires the non-Lipschitz continuity of closed-loop systems, it is difficult to guarantee the existence of strong solutions of stochastic differential equations. This paper considers finite-time stabilizing feedback controllers such that closed-loop systems possess strong solutions. We provide a condition of the existence of such feedback controllers. The condition is given in the framework of control Lyapunov functions. Also, we provide an example of the finite-time stabilization where the existence of a strong solution is guaranteed. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
引用
收藏
页码：266 / 271
页数：6
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