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Almost sure properties of controlled diffusions and worst case properties of deterministic systems
Published online by Cambridge University Press: 20 March 2008
Abstract
We compare a general controlled diffusion process with a deterministic system where a second controller drives the disturbance against the first controller. We show that the two models are equivalent with respect to two properties: the viability (or controlled invariance, or weak invariance) of closed smooth sets, and the existence of a smooth control Lyapunov function ensuring the stabilizability of the system at an equilibrium.
Keywords
- Type
- Research Article
- Information
- ESAIM: Control, Optimisation and Calculus of Variations , Volume 14 , Issue 2 , April 2008 , pp. 343 - 355
- Copyright
- © EDP Sciences, SMAI, 2008
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