Control of exit time for Lagrangian systems with weak noise

DOI10.1007/978-3-0348-0021-1_11zbMATH Open1250.82031OpenAlexW191022299MaRDI QIDQ2904876FDOQ2904876

Authors: Agnessa Kovaleva 

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_11

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zbMATH Keywords

large deviationsnonlinear stochastic systemsexit time control

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with control and optimization (35Q93) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cited In (5)

• Stochastic exit time problems arising in process control
• Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning
• Estimation of the sojourn time of a weakly perturbed Lagrangian system in a given region
• Set-based corral control in stochastic dynamical systems: Making almost invariant sets more invariant
• Exit problem and control theory

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