State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State-Constrained Stochastic Optimal Control Problems via Reachability Approach |
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State-Constrained Stochastic Optimal Control Problems via Reachability Approach (English)
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5 October 2016
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stochastic optimal control
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state constraints
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Hamilton-Jacobi equations
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viscosity solution
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stochastic target problems
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