New results in global stabilization for stochastic nonlinear systems

This paper presents new results on the robust global stabilization and the gain assignment problems for stochastic nonlinear systems. Three stochastic nonlinear control design schemes are developed. Furthermore, a new stochastic gain assignment method is developed for a class of uncertain interconnected stochastic nonlinear systems. This method can be combined with the nonlinear small-gain theorem to design partial-state feedback controllers for stochastic nonlinear systems. Two numerical examples are given to illustrate the effectiveness of the proposed methodology.

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