Exit problem and control theory

DOI10.1016/0167-6911(85)90036-2zbMath0591.60050MaRDI 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 conditions; stable matrices; feedback stability; controllability conditions; continuity requirements on the quasipotential; Freidlin-Wentzell exit problem

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93B05: Controllability

93D15: Stabilization of systems by feedback

93E20: Optimal stochastic control

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Time Estimation of Disturbance Occurrences in Monitoring Systems, Time Estimation of Disturbance Occurrences in Monitoring Systems, Stationary solutions of nonlinear stochastic evolution equations¹, Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces, Residence probability control, Stable dynamical systems under small perturbations, Aiming control: Residence probability and \((D, T)\)-stability, Reverse-time modeling, optimal control and large deviations

Cites Work

• 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
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