STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD

DOI10.1142/S0219493706001803zbMath1135.93033OpenAlexW2073076290MaRDI QIDQ3421621

Annalisa Cesaroni, Fabio Camilli, Lars Grüne, Fabian R. Wirth

Publication date: 7 February 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493706001803

zbMATH Keywords

viscosity solutionscontrol Lyapunov functionscontrolled diffusionsstochastic control systemsZubov's methoddomain of null controllability

Mathematics Subject Classification ID

Controllability (93B05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method ⋮ Zubov's equation for state-constrained perturbed nonlinear systems ⋮ Zubov's method for controlled diffusions with state constraints ⋮ Some applications of linear programming formulations in stochastic control

Cites Work

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• Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation
• Dynamic programming for stochastic target problems and geometric flows
• A Zubov's method for stochastic differential equations
• Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions
• Stochastic stability and control
• A Generalization of Zubov's Method to Perturbed Systems
• On the Existence of Optimal Controls
• Feedback Stabilization of Affine in the Control Stochastic Differential Systems by the Control Lyapunov Function Method
• Lyapunov-Like Techniques for Stochastic Stability
• Almost Sure Stabilizability of Controlled Degenerate Diffusions
• Converse Theorems for Stochastic Liapunov Functions

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