Inverse optimal stabilization for stochastic nonlinear systems whose linearizations are not stabilizable

Abstract: After considering the stabilization of a class of high-order stochastic nonlinear systems which are neither necessarily feedback linearizable nor affine in the control input, in this brief paper, we further address the problem of state-feedback inverse optimal stabilization in probability, i.e., our redesigned stabilizing backstepping controller is also optimal with respect to meaningful cost functionals. [Copyright &y& Elsevier]