In this paper, we develop a constructive finite time stabilizing feedback control law for stochastic dynamical systems driven by Wiener processes based on the existence of a stochastic control Lyapunov function. In addition, we present necessary and sufficient conditions for continuity of such controllers. Moreover, using stochastic control Lyapunov functions, we construct a universal inverse optimal feedback control law for nonlinear stochastic dynamical systems that possesses guaranteed gain and sector margins. An illustrative numerical example involving the control of thermoacoustic instabilities in combustion processes is presented to demonstrate the efficacy of the proposed framework.
|Title of host publication
|2019 IEEE 58th Conference on Decision and Control, CDC 2019
|Number of pages
|Published - Dec 2019
|58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France
Duration: Dec 11 2019 → Dec 13 2019
|Proceedings of the IEEE Conference on Decision and Control
|58th IEEE Conference on Decision and Control, CDC 2019
|12/11/19 → 12/13/19
Bibliographical noteFunding Information:
This work was supported in part by the Air Force Office of Scientific Research under Grant FA9550-16-1-0100.
© 2019 IEEE.
- Stochastic systems
- asymptotic and finite time universal controllers
- inverse optimality
- stochastic control Lyapunov functions
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization