scientific article
From MaRDI portal
Publication:3712220
zbMath0585.93067MaRDI QIDQ3712220
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exit probabilityoccupation measure of a Markov processstochastic feedback controllarge deviation problems
Stabilization of systems by feedback (93D15) Optimal stochastic control (93E20) Diffusion processes (60J60) Large deviations (60F10) Random measures (60G57)
Related Items
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales ⋮ Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise ⋮ Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs ⋮ Large deviations for the greedy exploration process on configuration models ⋮ Large deviations for Lévy diffusions in the small noise regime ⋮ Large deviations for the stochastic functional integral equation with nonlocal condition ⋮ Variational and optimal control representations of conditioned and driven processes ⋮ Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds ⋮ Nonequilibrium Markov processes conditioned on large deviations ⋮ A risk-sensitive maximum principle ⋮ A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions ⋮ Unnamed Item ⋮ Large Deviations for Stochastic Fractional Differential Equations ⋮ Large deviations for stochastic fractional integrodifferential equations ⋮ Large deviations and optimal control forces for hard particles in one dimension ⋮ Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise ⋮ Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness