DocumentCode
321398
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
Volume
3
fYear
1997
fDate
10-12 Dec 1997
Firstpage
2809
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.657838
Filename
657838
Link To Document