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.
|Journal||Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME|
|State||Published - Feb 1 2020|
Bibliographical noteFunding Information:
This work was supported in part by the Air Force Office of Scientific Research under Grant FA9550-16-1-0100.
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- asymptotic and finite time universal controllers
- inverse optimality
- stochastic control Lyapunov functions
- stochastic systems
ASJC Scopus subject areas
- Control and Systems Engineering
- Information Systems
- Mechanical Engineering
- Computer Science Applications