Optimal Residence Time Control of Hamiltonian Systems Perturbed by White Noise

DOI10.1137/S0363012995291658MaRDI QIDQ4388912zbMATH OpenFDO

Authors James P. Dunyak, Mark Freidlin

Publication date 10 May 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL http://epubs.siam.org:80/sam-bin/dbq/article/29165

zbMATH Keywords

stochastic controlHamiltonian

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Ordinary differential equations and systems with randomness (34F05) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited in

(6)

• A remark on random perturbations of the nonlinear pendulum
• Conditions for soliton trapping in random potentials using Lyapunov exponents of stochastic ODEs
• Control Against Large Deviation for Oscillatory Systems
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Residence time control of systems subject to measurement noise
• Control of exit time for Lagrangian systems with weak noise

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