Advertisement
Published in:
2011 | OriginalPaper | Chapter
Control of Exit Time for Lagrangian Systems with Weak Noise
Author : Agnessa Kovaleva
Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI
Publisher: Springer Basel
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
This paper considers a problem of controlling a stochastic Lagrangian systems so as to prevent it from leaving a prescribed set. In the absence of noise, the system is asymptotically stable; weak noise induces exits from the domain of attraction of the stable equilibrium with a non-zero probability. The paper suggests a control strategy aimed at building a controlled system with exit rate asymptotically independent of noise (in the small noise limit). The analysis employs previously found explicit asymptotics of the mean exit time for stochastic Lagrangian systems. A physically meaningful example illustrates the developed methodology.