Almost Sure Stabilizability of Controlled Degenerate Diffusions

DOI10.1137/S0363012903438672zbMath1102.93040arXivmath/0405167MaRDI QIDQ5317122

Martino Bardi, Annalisa Cesaroni

Publication date: 15 September 2005

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

Full work available at URL: https://arxiv.org/abs/math/0405167

zbMATH Keywords

nonsmooth analysisstochastic controlstabilizabilityasymptotic stabilitydegenerate diffusionviscosity solutionsviabilityalmost sure stabilityasymptotic controllabilityHamilton-Jacobi-Bellman inequalities

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Lyapunov and storage functions (93D30) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (6)

Stabilization by unbounded‐variation noises ⋮ Conditions for local almost sure asymptotic stability ⋮ Stochastic Lyapunov functions without differentiability at supposed equilibria ⋮ A converse Lyapunov theorem for almost sure stabilizability ⋮ Almost sure properties of controlled diffusions and worst case properties of deterministic systems ⋮ STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD

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