Control of exit time for Lagrangian systems with weak noise

DOI10.1007/978-3-0348-0021-1_11MaRDI QIDQ2904876zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Exit problem and control theory
• Stochastic exit time problems arising in process control
• Optimal Residence Time Control of Hamiltonian Systems Perturbed by White Noise
• Optimal parametric correction of stochastic Lagrangian systems. The asymptotic approach. I
• Control Against Large Deviation for Oscillatory Systems

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

This page was built for publication: Control of exit time for Lagrangian systems with weak noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2904876)