A converse Lyapunov theorem for almost sure stabilizability
نویسنده
چکیده
We prove a converse Lyapunov theorem for almost sure stabilizability of controlled diffusions: given a stochastic system a.s. 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 theorem proved in a companion paper, a complete Lyapunov-like characterization of the a.s. stabilizability.
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ورودعنوان ژورنال:
- Systems & Control Letters
دوره 55 شماره
صفحات -
تاریخ انتشار 2006