Abstract
This paper deals with the exponential stability of the class of stochastic systems with jumps. For the linear case, a sufficient condition, which guarantees that the nominal system with a bounded diffusion term remains stable under a state feedback control law, is established. For the case of uncertain linear stochastic system, we have designed an optimal control law that guarantees the robust exponential stability of the systems. Finally for the nonlinear case with matching conditions, we have established a similar result.
| Original language | English |
|---|---|
| Pages (from-to) | 547-548 |
| Number of pages | 2 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 1 |
| Publication status | Published - 1997 |
| Externally published | Yes |
| Event | Proceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5) - San Diego, CA, USA Duration: 10 Dec 1997 → 12 Dec 1997 |