Zubov's method for controlled diffusions with state constraints (Q889855): Difference between revisions

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Latest revision as of 02:20, 28 December 2024

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Zubov's method for controlled diffusions with state constraints
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    Zubov's method for controlled diffusions with state constraints (English)
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    9 November 2015
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    controllability for diffusion systems
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    Hamilton-Jacobi-Bellman equations
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    viscosity solutions
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    stochastic optimal control
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