A Tool for the Global Stabilization of Stochastic Nonlinear Systems

This technical note investigates the robust global stabilization problem for nonlinear systems subject to dynamic and stochastic disturbance, from the perspective of stochastic input-to-state stability. A new stochastic gain assignment method is developed. This method can be combined with the nonlinear small-gain theorem to design partial-state feedback controllers for stochastic nonlinear systems. A numerical example is given to illustrate the effectiveness of the proposed method.