arXiv · 2609.27345
High-Probability Sampled-Data Stabilization of General Nonlinear Stochastic Systems
Abstract
In this paper, we study sampled-data stabilization of general nonlinear stochastic systems under a local exponential-type Lyapunov condition for the continuous-time closed-loop system. The coefficients are assumed only locally Lipschitz, with neither linear-growth nor Khasminskii-type conditions. Two counterexamples show that almost-sure stabilization is generally unattainable. Instead, given an initial state, we establish exponential stability with arbitrarily high probability under sufficiently fast sampling. Separate methods are developed for \(p\ge 2\) and \(0<p<2\), where \(p\) is the growth order in the Lyapunov condition. Numerical examples illustrate the results.
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Kele Sun, Yudong Wang, Shijie Zhou, Wei Lin, Xuerong Mao. 2026-09-23. High-Probability Sampled-Data Stabilization of General Nonlinear Stochastic Systems. https://arxiv.org/abs/2609.27345
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