Feedback Stabilization for a Class of Nonlinear Stochastic Systems with State‐ and Control‐Dependent Noise

Abstract

This paper mainly studies the state feedback stabilizability of a class of nonlinear stochastic systems with state- and control-dependent noise. Some sufficient conditions on local and global state feedback stabilizations are given in linear matrix inequalities (LMIs) and generalized algebraic Riccati equations (GAREs). Some obtained results improve the previous work.