Output-Feedback Stochastic Nonlinear Stabilization and Inverse Optimality

Abstract

Output-feedback (observer-based) robust and optimal control law which guaranteesglobal (local) asymptotic stability in probability for nonlinear stochastic dynamicsystem are stated, developed and proved with the help of stochastic Lyapunov functionapproach supported by necessary theorems and an illustrative example. The inverseoptimal stabilization in probability with suitable performance index has also beenstated and developed.