Optimal residence time control of Hamiltonian systems perturbed by white noise

SIAM Journal on Control and Optimization

Volumn 36, Issue 1, 1998, Pages 233-252

  Dunyak, James P ^a   Freidlin, Mark I ^b  

^a TEXAS TECH UNIVERSITY   (United States)

^b University of Maryland   (United States)

Author keywords

Control; Hamiltonian; Stochastic

Indexed keywords

CONTROL SYSTEM SYNTHESIS; CONVERGENCE OF NUMERICAL METHODS; GRAPH THEORY; PERTURBATION TECHNIQUES; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS); WHITE NOISE;

HAMILTONIAN SYSTEMS;

OPTIMAL CONTROL SYSTEMS;

EID: 0031702457     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995291658     Document Type: Article

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