Exit problem and control theory

DOI10.1016/0167-6911(85)90036-2zbMath0591.60050OpenAlexW1986298848MaRDI QIDQ1074954

Zabczyk, Jerzy

Publication date: 1985

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90036-2

zbMATH Keywords

stability conditionsstable matricesfeedback stabilitycontrollability conditionscontinuity requirements on the quasipotentialFreidlin-Wentzell exit problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Stabilization of systems by feedback (93D15) Optimal stochastic control (93E20)

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Cites Work

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• Stochastic calculus of variations and mechanics
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• The Exit Problem for Randomly Perturbed Dynamical Systems
• Stochastic Control for Small Noise Intensities