CV-STEM: Optimal and Provably-Stable Feedback Control of Stochastic Nonlinear Systems

ConVex optimization-based Stochastic steady-state Tracking Error Minimization (CV-STEM) CV-STEM is a new optimal state feedback control framework for a class of Itô stochastic nonlinear systems and Lagrangian systems. CV-STEM Control Computes its control input by an optimal contraction metric M(x,t), which greedily minimizes an upper bound of the steady-state mean squared …