Almost sure properties of controlled diffusions and worst case properties of deterministic systems
DOI10.1051/cocv:2007053zbMath1133.93036OpenAlexW2170071521MaRDI QIDQ5458123
Martino Bardi, Annalisa Cesaroni
Publication date: 11 April 2008
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/90873
invariancestabilizationviscosity solutionrobust controldifferential gamecontrolled diffusionviabilityoptimality principle
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Robust stability (93D09) Stochastic stability in control theory (93E15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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Cites Work
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