3 papers
math.OC2004
Almost sure stability of controlled degenerate diffusions
Martino Bardi, Annalisa Cesaroni
We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal dec…
math.OC2004
Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions
Annalisa Cesaroni
We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity…
math.OC2004
A converse Lyapunov theorem for almost sure stabilizability
Annalisa Cesaroni
We prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic…