A converse Lyapunov theorem for almost sure stabilizability

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dc.creatorCesaroni, Annalisa
dc.date2004-05-10
dc.date2005-03-15
dc.date.accessioned2026-07-07T05:08:05Z
dc.date.available2026-07-07T05:08:05Z
dc.descriptionWe prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic open loop stabilizable at the origin, we construct a lower semicontinuous positive definite function whose level sets form a local basis of viable neighborhoods of the equilibrium. This result provides, with the direct Lyapunov theorems proved in a companion paper, a complete Lyapunov-like characterization of the a.s. stabilizability.
dc.description11 pages
dc.identifierhttps://arxiv.org/abs/math/0405166
dc.identifierhttp://arxiv.org/abs/math/0405166
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71117
dc.subjectOptimization and Control
dc.subjectProbability
dc.subject93E15, 49L25, 93D05
dc.titleA converse Lyapunov theorem for almost sure stabilizability
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