Output-Feedback Stochastic Nonlinear Stabilization and Inverse Optimality

Output-feedback (observer-based) robust and optimal control law which guarantees global (local) asymptotic stability in probability for nonlinear stochastic dynamic system are stated, developed and proved with the help of stochastic Lyapunov function approach supported by necessary theorems and an illustrative example. The inverse optimal stabilization in probability with suitable performance index has also been stated and developed