A note on weak viability for controllled diffusion.

DOI10.1016/S0167-7152(00)00065-1zbMATH Open1145.60325MaRDI QIDQ1587701FDOQ1587701

Authors: Laurent Mazliak 

Publication date: 3 December 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Recommendations

• Exact and possible viability for controlled diffusions.
• The viability property of controlled jump diffusion processes
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• Viability of an open set for stochastic control systems
• On the near-viability property of controlled mean-field flows

zbMATH Keywords

Relaxed controlsViabilityControlled diffusionsweak tangential condition

Mathematics Subject Classification ID

Diffusion processes (60J60) Set-valued and variational analysis (49J53) Stochastic systems in control theory (general) (93E03)

Cites Work

• Existence of stochastic control under state constraints
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
• Title not available (Why is that?)
• Title not available (Why is that?)
• The viability theorem for stochastic differential inclusions²
• Viability for constrained stochastic differential equations
• Title not available (Why is that?)
• Mixed control problem under partial observation

Cited In (4)

• Viability property of jump diffusion processes on manifolds
• On the near-viability property of controlled mean-field flows
• Stochastic control and compatible subsets of constraints
• Exact and possible viability for controlled diffusions.

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