Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems

Wassim M. Haddad, Xu Jin

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


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 possess 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.

Original languageEnglish
Article number021003
JournalJournal of Dynamic Systems, Measurement and Control, Transactions of the ASME
Issue number2
StatePublished - Feb 1 2020

Bibliographical note

Funding Information:
This work was supported in part by the Air Force Office of Scientific Research under Grant FA9550-16-1-0100.

Publisher Copyright:
© 2021 Copernicus GmbH. All rights reserved.


  • asymptotic and finite time universal controllers
  • inverse optimality
  • stochastic control Lyapunov functions
  • stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Information Systems
  • Instrumentation
  • Mechanical Engineering
  • Computer Science Applications


Dive into the research topics of 'Universal Feedback Controllers and Inverse Optimality for Nonlinear Stochastic Systems'. Together they form a unique fingerprint.

Cite this