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

Hamiltonianstochastic control

Mathematics Subject Classification ID

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

Recommendations

• Stability of controlled Hamilton systems excited by Gaussian white noise
• Control Against Large Deviation for Oscillatory Systems
• Residence time control
• Control of exit time for Lagrangian systems with weak noise
• Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems

Cited in

(6)

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

This page was built for publication: Optimal Residence Time Control of Hamiltonian Systems Perturbed by White Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4388912)