Stochastic control of a class of dynamical systems via path limits

DOI10.1007/s10883-021-09557-yzbMath1492.60062OpenAlexW3180728186MaRDI QIDQ2155921

Jinwen Chen, Jian Chen

Publication date: 15 July 2022

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10883-021-09557-y

zbMATH Keywords

stochastic controllarge deviationdynamical systempath limit

Mathematics Subject Classification ID

Large deviations (60F10) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
• Large deviations analysis of some recursive algorithms with state dependent noise
• Stochastic approximation algorithms with constant step size whose average is cooperative
• THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS
• Large deviations and rare events in the study of stochastic algorithms
• [https://portal.mardi4nfdi.de/wiki/Publication:4150440 M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres]
• Large deviations and stochastic stability in the small noise double limit
• Large and moderate deviation principles for recursive kernel density estimators defined by stochastic approximation method