Title :
Exponential escape criteria for a quasiconservative system with small noise
Author :
Kovaleva, Agnessa
Author_Institution :
Mech. Eng. Res. Inst., Moscow, Russia
Abstract :
The problem of controlling a near-Hamiltonian noisy system so as to prevent it from overcoming the potential barrier is considered. An exponential risk-sensitive residence time criterion is examined as a solution of a related HJB equation. The averaged HJB equation is constructed as a first order PDE with the coefficients dependent on the noise intensity in the leading order term, though this intensity tends to zero in the original system. The leading order nearly optimal control is constructed as a stationary feedback with parameters dependent on the noise intensity.
Keywords :
feedback; nonlinear control systems; optimal control; partial differential equations; averaged HJB equation; exponential escape criteria; exponential risk-sensitive residence time criterion; first order PDE; leading order nearly optimal control; near-Hamiltonian noisy system control; noise intensity; partial differential equations; quasiconservative system; stationary feedback; Equations; Europe; Mathematical model; Noise; Optimal control; Oscillators; Standards; asymptotic approximations; nonlinear models; oscillations; stochastic control;
Conference_Titel :
Control Conference (ECC), 2001 European
Conference_Location :
Porto
Print_ISBN :
978-3-9524173-6-2