Invariant sets for controlled degenerate diffusions: A viscosity solutions approach
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Invariant sets for controlled diffusion processes and viable sets for a class of deterministic systems with disturbances are characterized. The approach is based on the analysis of the corresponding value functions, as viscosity subsolutions to boundary value problems for Hamilton-Jacobi-Bellman (Isaacs) equations. For the entire collection see [Zbl 0905.00042].
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