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.
Stabilization of controlled diffusions via Zubov's method / Camilli, Fabio; A., Cesaroni; L., Gruene; F., Wirth. - In: STOCHASTICS AND DYNAMICS. - ISSN 0219-4937. - STAMPA. - 6:(2006), pp. 373-395. [10.1142/S0219493706001803]
Stabilization of controlled diffusions via Zubov's method
CAMILLI, FABIO;
2006
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
