We prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic open-loop stabilizable at the origin, we construct a lower semicontinuous positive definite function whose level sets form a local basis of viable neighborhoods of the equilibrium. This result provides, with the direct Lyapunov theorems proved in a companion paper, a complete Lyapunov-like characterization of the a.s. stabilizability
A converse Lyapunov theorem for almost sure stabilizability
CESARONI, ANNALISA
2006
Abstract
We prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic open-loop stabilizable at the origin, we construct a lower semicontinuous positive definite function whose level sets form a local basis of viable neighborhoods of the equilibrium. This result provides, with the direct Lyapunov theorems proved in a companion paper, a complete Lyapunov-like characterization of the a.s. stabilizabilityFile in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.