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Stabilization of controlled diffusions and Zubov's method

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005528
URN to cite this document: urn:nbn:de:bvb:703-epub-5528-9

Title data

Camilli, Fabio ; Cesaroni, Annalisa ; Grüne, Lars ; Wirth, Fabian:
Stabilization of controlled diffusions and Zubov's method.
Bayreuth , 2006

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Abstract

We consider a controlled stochastic system which is exponentially stabilizable in probability near an attractor. Our aim is to characterize the set of points which can be driven by a suitable control to the attractor with either positive probability or with probability one. This will be done by associating to the stochastic system a suitable control problem and the corresponding Zubov equation. We then show that this approach can be used as a basis for numerical computations of these sets.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): Erscheint in: Stochastics & Dynamics. Bd. 6 (September 2006) Heft 3 . - S. 373-394; https://doi.org/10.1142/S0219493706001803
Keywords: Controlled diffusions; Stochastic control systems; Domain of null controllability; Control Lyapunov functions; Viscosity solutions; Zubov's method
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5528-9
Date Deposited: 18 May 2021 07:05
Last Modified: 17 Jun 2021 09:37
URI: https://epub.uni-bayreuth.de/id/eprint/5528
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