Adaptive stabilization and control stochastic time-varying systems.

We introduce the concept of an adaptive control Lyapunov function for the notion of globally asymptotically stable in probability of stochastic time-varying systems and use the stochastic version of Florchinger’s control law [6] established in Abedi et al. [2] to design an adaptive controller. In this framework the problem of adaptive stabilization of a nonlinear stochastic system is reduced to the problem of nonadaptive stabilization of a modified system.