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)

Related Items (11)

Stable dynamical systems under small perturbations ⋮ Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces ⋮ Escape time formulation of state estimation and stabilization with quantized intermittent communication ⋮ Residence probability control ⋮ Time Estimation of Disturbance Occurrences in Monitoring Systems ⋮ Time Estimation of Disturbance Occurrences in Monitoring Systems ⋮ Stationary solutions of nonlinear stochastic evolution equations¹ ⋮ Aiming control: Residence probability and \((D, T)\)-stability ⋮ Optimal control of multiscale systems using reduced-order models ⋮ Reverse-time modeling, optimal control and large deviations ⋮ Large deviation principle for dynamical systems coupled with diffusion-transmutation processes

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

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