A note on weak viability for controllled diffusion.

DOI10.1016/S0167-7152(00)00065-1MaRDI QIDQ1587701zbMATH OpenFDO

Authors Laurent Mazliak

Publication date 3 December 2000

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

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)

Recommendations

• Exact and possible viability for controlled diffusions.
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• On the near-viability property of controlled mean-field flows

Cites work

• scientific article; zbMATH DE number 8367 (Why is no real title available?)
• scientific article; zbMATH DE number 1310477 (Why is no real title available?)
• scientific article; zbMATH DE number 822726 (Why is no real title available?)
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
• Existence of stochastic control under state constraints
• Mixed control problem under partial observation
• The viability theorem for stochastic differential inclusions²
• Viability for constrained stochastic differential equations

Cited in

(4)

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

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