Publication:4227203

zbMath0928.93067MaRDI QIDQ4227203

Martino Bardi, Paola Goatin

Publication date: 22 April 1999

zbMATH Keywords

invariant sets; value functions; controlled diffusion processes; viscosity subsolutions; viable sets

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

49J52: Nonsmooth analysis

93E20: Optimal stochastic control

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

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