Controllability, Stabilization, and the Regulator Problem for Random Differential Systems

This volume develops a systematic study of time-dependent control processes. The basic problem of null controllability of linear systems is first considered. Using methods of ergodic theory and topological dynamics, general local null controllability criteria are given. Then the subtle question of global null controllability is studied. Next, the random linear feedback and stabilization problem is posed and solved. Using concepts of exponential dichotomy and rotation number for linear Hamiltonian systems, a solution of the Riccati equation is obtained which has extremely good robustness properties and which also preserves all the smoothness and recurrence properties of the coefficients. Finally, a general version of the local nonlinear feedback stabilization problem is solved.