Stochastic invariance for differential inclusions
From MaRDI portal
Publication:1583992
DOI10.1023/A:1008738928302zbMath0976.49016WikidataQ103687532 ScholiaQ103687532MaRDI QIDQ1583992
Jean-Pierre Aubin, Hélène Frankowska, Giuseppe Da Prato
Publication date: 6 January 2002
Published in: Set-Valued Analysis (Search for Journal in Brave)
49J53: Set-valued and variational analysis
34A60: Ordinary differential inclusions
34F05: Ordinary differential equations and systems with randomness
93E03: Stochastic systems in control theory (general)
49K45: Optimality conditions for problems involving randomness
Related Items
Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature, Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales, The stochastic reach-avoid problem and set characterization for diffusions, Stability analysis for stochastic hybrid systems: a survey, Stochastic morphological evolution equations, Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces, Invariance of stochastic control systems with deterministic arguments, Young and rough differential inclusions, Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition, On a new set-valued stochastic integral with respect to semimartingales and its applications, Viability of an open set for stochastic control systems, Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources