• DocumentCode
    697258
  • Title

    Exponential escape criteria for a quasiconservative system with small noise

  • Author

    Kovaleva, Agnessa

  • Author_Institution
    Mech. Eng. Res. Inst., Moscow, Russia
  • fYear
    2001
  • fDate
    4-7 Sept. 2001
  • Firstpage
    1507
  • Lastpage
    1511
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2001 European
  • Conference_Location
    Porto
  • Print_ISBN
    978-3-9524173-6-2
  • Type

    conf

  • Filename
    7076132