Stochastic control stabilizing unstable or chaotic maps
Abstract
The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as consider a wider range of parameters for the same maps. This approach allows to stabilize unstable and chaotic maps by noise. The interplay between the map properties and the allowed neighbourhood where a solution can start to be stabilized is explored: as instability of the original map increases, the interval of allowed initial conditions narrows. A directed stochastic control aiming at getting to the target neighbourhood almost sure is combined with a controlling noise. Simulations illustrate that for a variety of problems, an appropriate bounded noise can stabilize an unstable positive equilibrium, without a limitation on the initial value.
Cite
@article{arxiv.1902.08262,
title = {Stochastic control stabilizing unstable or chaotic maps},
author = {Elena Braverman and Alexandra Rodkina},
journal= {arXiv preprint arXiv:1902.08262},
year = {2019}
}
Comments
28 pages, 7 figures