Zubov’s Method for Stochastic Control Systems
نویسندگان
چکیده
We consider a controlled stochastic system with an a.s. locally exponentially controllable compact set. Our aim is to characterize the set of points which can be driven by a suitable control to this set with some prescribed probability. We show that a generalization of Zubov’s method leads to this characterization and can be used as basis for numerical computations. Copyright c ©2005 IFAC.
منابع مشابه
Characterizing controllability probabilities of stochastic control systems via Zubov’s method
We consider a controlled stochastic system with an a.s. locally exponentially controllable compact set. Our aim is to characterize the set of points which can be driven by a suitable control to this set with either positive probability or with probability one. This will be obtained by associating to the stochastic system a suitable control problem and the corresponding Bellman equation. We then...
متن کاملA Generalization of Zubov's Method to Perturbed Systems
We present a generalization of Zubov’s method to perturbed differential equations. The goal is to characterize the domain of attraction of a set which is uniformly locally asymptotically stable under all admissible time varying perturbations. We show that in this general setting the straightforward generalization of the classical Zubov’s equations has a unique viscosity solution which character...
متن کاملCalculating the domain of attraction: Zubov’s method and extensions
In a seminal work V.I. Zubov has described a constructive method to obtain Lyapunov functions. This method is the first to allow numerical construction of domains of attraction for general nonlinear systems. In this paper we describe recent generalizations of this method that is applicable for systems subject to perturbations or control inputs.
متن کاملDesign of Sliding mode control for stochastic systems subject to packet losses
In this paper, we examine the design of a sliding mode control for stochastic systems with data packet losses. It is assumed that there is a network connection in the system's feedback loop and that part of the information may be lost during transmission. The innovation of this paper is to peresent a new method with better performance In this paper, we first consider an estimated method to com...
متن کاملDetermination of Stability Domains for Nonlinear Dynamical Systems Using the Weighted Residuals Method
Finding a suitable estimation of stability domain around stable equilibrium points is an important issue in the study of nonlinear dynamical systems. This paper intends to apply a set of analytical-numerical methods to estimate the region of attraction for autonomous nonlinear systems. In mechanical and structural engineering, autonomous systems could be found in large deformation problems or c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005