arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv math/0405169math.OCmath.AP
收藏

基于超优性原理的黏性解控制扩散的李雅普诺夫稳定性

Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions

Annalisa Cesaroni

摘要:

证明了Hamilton-Jacobi-Bellman方程连续有界黏性解的最优性原理。特别是,我们提供了一个表示公式的粘度上解作为合适的障碍物控制问题的值函数。这一结果适用于扩展的稳定性的李雅普诺夫直接法控制伊藤随机微分方程。本文定义了适当的李雅普诺夫函数的概念,研究了随机开环系统的概率镇定性和局部及全局渐近镇定性(或渐近能控性)。最后,我们用一些例子来说明理论。

英文摘要:

We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle control problems. This result is applied to extend the Lyapunov direct method for stability to controlled Ito stochastic differential equations. We define the appropriate concept of Lyapunov function to study the stochastic open loop stabilizability in probability and the local and global asymptotic stabilizability (or asymptotic controllability). Finally we illustrate the theory with some examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑