Lyapunov Characterization for the Stability of Stochastic Control Systems

الملخص EN

Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established.

We extend the well-known Artstein-Sontag theoremto derive the necessary and sufficient conditions for the input-to-state stabilization of stochastic control systems.

Illustrating example is provided.