Viability of an open set for stochastic control systems

DOI10.1016/j.spa.2018.11.012zbMath1479.49033OpenAlexW2902987920MaRDI QIDQ2274271

Hélène Frankowska, Marc Quincampoix, Rainer Buckdahn

Publication date: 19 September 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2018.11.012

zbMATH Keywords

viability propertystochastic control system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set-valued and variational analysis (49J53) Stochastic systems in control theory (general) (93E03) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application ⋮ Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach

Cites Work

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