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math.PR2018★ 136 cited
Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems
Xin Yu, Juliang Yin, Suiyang Khoo
This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important…
math.OC2018
Domain Recurrence and Probabilistic Analysis of Residence Time of Stochastic Systems and Domain Aiming Control
Juliang Yin, Deng Ding, Suiyang Khoo
The problem of domain aiming control is formulated for controlled stochastic nonlinear systems. This issue involves regularity of the solution to the resulting closed-loop stochast…