Finite Time Inverse Optimal Stabilization for Stochastic Nonlinear Systems

Figure 2

The response of the state 𝑥(𝑡), the control 𝑢(𝑡), and the Wiener process 𝑤(𝑡) in Example 1 for initial conditions as 𝑥(0)=2.

(a)

(b)

(c)