State-feedback stabilization for stochastic high-order nonlinear systems with Markovian switching.

Abstract: This paper aims to investigate the problem of state-feedback stabilization for stochastic high-order nonlinear systems with Markovian switching. By using the generalized Itô formula and Dynkin formula for Markovian switching systems, a state-feedback controller is constructed to ensure that the closed-loop system has a unique solution and the solution of the closed-loop systems is almost surely asymptotically stable. Finally, the effectiveness of the controller is demonstrated by a simulation example. [Copyright &y& Elsevier]