Stochastic control and compatible subsets of constraints

DOI10.1016/j.bulsci.2004.07.001zbMath1153.93532OpenAlexW2094211501MaRDI QIDQ2484956

Marc Quincampoix, Catherine Rainer

Publication date: 3 August 2005

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2004.07.001

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

Non-compact-valued stochastic control under state constraints, A Kalman-type condition for stochastic approximate controllability, Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems, Viability of an open set for stochastic control systems

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