Minimizing escape probabilities: A large deviations approach
暂无分享,去创建一个
Abstract : This document considers the problem of controlling a possibly degenerate diffusion process so as to minimize the probability of escape over a given time interval. It is assumed that the control acts on the process through the drift coefficient, and that the noise coefficient is small. By developing a large deviations type theory for the controlled diffusion, the authors obtain several results. The limit of the normalized log of the minimum exit probability is identified as the value I of an associated (deterministic) differential game. Furthermore, the authors identify a deterministic (and epsilon independent) mapping g from the sample values epsilon w (s), 0 or = S or = t, into the control space such that if we define the control used at time t by u(t) = g(epsilon w(s), 0 or = S , or = t), then the resulting control process is progressively measurable and delta optimal (in the sense that the limit of the normalized log of the exit probability is within delta of I).
[1] M. Freidlin,et al. Some Problems Concerning Stability under Small Random Perturbations , 1973 .
[2] R. Elliott,et al. The Existence Of Value In Differential Games , 1972 .
[3] P. Souganidis,et al. PDE-viscosity solution approach to some problems of large deviations , 1986 .
[4] T. Runolfsson,et al. Aiming control , 1986, 1986 25th IEEE Conference on Decision and Control.