On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems

DOI10.1137/140990322zbMath1376.37137arXiv1409.2751OpenAlexW1644437411MaRDI QIDQ2942278

Panos J. Antsaklis, Getachew K. Befekadu

Publication date: 20 August 2015

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.2751

zbMATH Keywords

diffusion processstochastic control problemdistributed control systemMarkov controlminimum exit rate

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Dynamical systems in control (37N35) Optimality conditions for problems involving ordinary differential equations (49K15)

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