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A converse Lyapunov theorem for robust exponential stochastic stability

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Stability and Stabilization of Nonlinear Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 246))

Abstract

Concepts of exponential global robust—stability for stochastic systems are introduced and analyzed in terms of Lyapunov functions. The main results of the paper are used to derive a Lyapunov like characterization for the concept of input-to-state-exponential stochastic stability introduced in earlier works by the first author

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© 1999 Springer-Verlag London Limited

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Tsinias, J., Spiliotis, J. (1999). A converse Lyapunov theorem for robust exponential stochastic stability. In: Aeyels, D., Lamnabhi-Lagarrigue, F., van der Schaft, A. (eds) Stability and Stabilization of Nonlinear Systems. Lecture Notes in Control and Information Sciences, vol 246. Springer, London. https://doi.org/10.1007/1-84628-577-1_18

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  • DOI: https://doi.org/10.1007/1-84628-577-1_18

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  • Publisher Name: Springer, London

  • Print ISBN: 978-1-85233-638-7

  • Online ISBN: 978-1-84628-577-6

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