Stochastic Stability and Control (Enhanced Edition‪)‬

In recent years there has been a great deal of activity in the study of qualitative properties of solutions of differential equations using the Liapunov function approach. Some effort has also been devoted to the application of the “Liapunov function method” to the design of controls or to obtain sufficient conditions for the optimality of a given control (say, via the Hamilton-Jacobi equation, or dynamic programming approach to optimal control).