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Control of Exit Time for Lagrangian Systems with Weak Noise

  • Agnessa KovalevaEmail author
Conference paper
Part of the Progress in Probability book series (PRPR, volume 63)

Abstract

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.

Keywords

Nonlinear stochastic systems large deviations exit time control. 

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Copyright information

© Springer Basel AG 2011

Authors and Affiliations

  1. 1.Space Research InstituteRussian Academy of SciencesMoscowRussia

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