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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematics of control, signals, and systems 12 (1999), S. 307-345 
    ISSN: 1435-568X
    Keywords: Key words. Robust control, Nonlinear control, Queueing server, Hamilton–Jacobi equation, Traffic signals, Storage function, Bicharacteristics, Boundary dynamics.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Mathematics , Technology
    Notes: Abstract. This paper extends previous work of Ball et al. [BDKY] to control of a model of a simple queueing server. There are n queues of customers to be served by a single server who can service only one queue at a time. Each queue is subject to an unknown arrival rate, called a “disturbance” in accord with standard usage from H ∞ theory. An H ∞-type performance criterion is formulated. The resulting control problem has several novel features distinguishing it from the standard smooth case already studied in the control literature: the presence of constraining dynamics on the boundary of the state space to ensure the physical property that queue lengths remain nonnegative, and jump discontinuities in any nonconstant state-feedback law caused by the finiteness of the admissible control set (choice of queue to be served). We arrive at the solution to the appropriate Hamilton–Jacobi equation via an analogue of the stable invariant manifold for the associated Hamiltonian flow (as was done by van der Schaft for the smooth case) and relate this solution to the (lower) value of a restricted differential game, similar to that formulated by Soravia for problems without constraining dynamics. An additional example is included which shows that the projection dynamics used to maintain nonnegativity of the state variables must be handled carefully in more general models involving interactions among the different queues. Primary motivation comes from the application to traffic signal control. Other application areas, such as manufacturing systems and computer networks, are mentioned.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of dynamics and differential equations 8 (1996), S. 573-601 
    ISSN: 1572-9222
    Keywords: Exit problem ; limit cycle ; quasipotential ; 60H30 ; 60H10 ; 60J70 ; 60J60
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We discuss the phenomenon of cycling for noise induced escape to a unstable periodic orbit. The presence of cycling is shown to follow from qualitative properties of two quasipotential functions. A method of numerically evaluating these quasipotential functions is described, and applied to the Van der Pol oscillator as an example. Figures resulting from these calculations reveal that nonconvergent cycling of exit measures does occur for the Van der Pol example.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Applied mathematics & optimization 14 (1986), S. 49-54 
    ISSN: 1432-0606
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is essentially an addendum to a previous paper [3] on the regularity properties of the Ventcel-Freidlin quasipotential function. We give here a proof of our conjecture regarding an exterior sphere condition for level sets.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Applied mathematics & optimization 30 (1994), S. 79-101 
    ISSN: 1432-0606
    Keywords: Hamilton-Jacobi equation ; Invariant manifold ; Quasi-potential ; Primary 49L05 ; Secondary 34C30 ; 58F05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We establish local regularity properties for the value function of a variational problem arising in the study of small random perturbations of planar dynamical systems. The approach is to characterize the extremals as solutions to a Hamiltonian system, using the usual Legendre transformation. The differential of the value function is described by a certain stable manifold associated with the Hamiltonian system. The existence and smoothness of this stable manifold is obtained from standard results.
    Type of Medium: Electronic Resource
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Applied mathematics & optimization 13 (1985), S. 259-282 
    ISSN: 1432-0606
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider regularity properties of the quasipotential function V defined by A. D. Ventcel and M. I. Freidlin in their work on asymptotically small random perturbations of stable dynamical systems. The regularity properties of V are important for the success of various asymptotic calculations carried out in the literature. Employing classical techniques from the calculus of variations and differential equations, we prove various results about the smoothness of V and its level sets. Among other things, there exists a dense connected open set, containing the stable point for the underlying dynamical system, in which V is continuously differentiable to the same degree as the Lagrangian involved in the defining variational problem.
    Type of Medium: Electronic Resource
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 77 (1988), S. 457-470 
    ISSN: 1432-2064
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This paper concerns asymptotic properties of the stationary density associated with small-noise diffusion processes, such as considered in the well-known work of Ventcel and Freidlin [12]. We assume that the origin is a globally attracting asymptotically stable equilibrium point of the underlying deterministic flow. For a bounded domain D, containing the origin, we derive estimates which establish the asymptotic independence, as the size of the noise vanishes, of the equilibrium density in D from the coefficients of the process outside D. These results are applied to generalize a result of Sheu [10] on an asymptotic representation of the equilibrium density.
    Type of Medium: Electronic Resource
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 56 (1981), S. 515-530 
    ISSN: 1432-2064
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Type of Medium: Electronic Resource
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