Title :
Stabilization of Hamiltonian systems perturbed by white noise
Author :
Dunyak, James P. ; Freidlin, Mazk I.
Author_Institution :
Dept. of Math., Texas Tech. Univ., Lubbock, TX, USA
Abstract :
Optimal residence time control is studied as a measure of stabilization. Systems are considered with a control term scaling with the size of a small perturbing noise. The dynamics are shown to converge in a certain sense to a diffusion on a graph. Using the approach developed in Freidlin and Wentzell (1994, 1993) for random perturbations of Hamiltonian systems, a convergence theorem is discussed. An optimal control theorem is then developed to maximize the expected exit time from a domain
Keywords :
convergence; minimisation; optimal control; probability; stability; stochastic systems; white noise; Hamiltonian systems; convergence theorem; diffusion; expected exit time; optimal control theorem; optimal residence time control; random perturbations; white noise perturbations; Autobiographies; Control systems; Differential equations; Diffusion processes; Mathematics; Noise measurement; Optimal control; Size control; Time measurement; White noise;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657838