  In this brief paper, we consider the problem of minimizing the asymptotic
exit rate of diffusion processes from an open connected bounded set pertaining
to a multi-channel system with small random perturbations. Specifically, we
establish a connection between: (i) the existence of an invariant set for the
unperturbed multi-channel system w.r.t. certain class of state-feedback
controllers; and (ii) the asymptotic behavior of the principal eigenvalues and
the solutions of the Hamilton-Jacobi-Bellman (HJB) equations corresponding to a
family of singularly perturbed elliptic operators. Finally, we provide a
sufficient condition for the existence of a Pareto equilibrium (i.e., a set of
optimal exit rates w.r.t. each of input channels) for the HJB equations --
where the latter correspond to a family of nonlinear controlled eigenvalue
problems.
