STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD
2006 ◽
Vol 06
(03)
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pp. 373-393
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Keyword(s):
System A
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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.
2019 ◽
Vol 80
(2)
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pp. 250-261
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Keyword(s):
2015 ◽
Vol 22
(6)
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pp. 1765-1799
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2001 ◽
Vol 28
(1)
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pp. 57-62
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2016 ◽
Vol 30
(4)
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pp. 828-856
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2010 ◽
Vol 467
(2130)
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pp. 1577-1603
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Keyword(s):
2012 ◽
Vol 218
(24)
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pp. 11976-11989
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Keyword(s):