Feedback stabilizability of non-linear stochastic systems with state-dependent noise
Zhan Gao, Naveed Ahmed · International Journal of Control · 1987
This paper deals with non-linear stochastic systems with state-dependent noise. Based on the solution of the stochastic algebraic Riccati equation, sufficient conditions are derived which assure the existence of state feedback control laws such that the closed-loop system is locally and globally stable in probability.