Optimal Residence Time Control of Hamiltonian Systems Perturbed by White Noise
DOI10.1137/S0363012995291658zbMATH Open1049.49500MaRDI QIDQ4388912FDOQ4388912
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
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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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- A remark on random perturbations of the nonlinear pendulum
- Control Against Large Deviation for Oscillatory Systems
- Conditions for soliton trapping in random potentials using Lyapunov exponents of stochastic ODEs
- 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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