Determination of a controllable set for a class of non‐linear stochastic control systems

DOI10.1002/oca.723zbMath1073.93569MaRDI QIDQ5695572

Shige Peng, Yazeng Liu

Publication date: 13 October 2005

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.723

zbMATH Keywords

optimal control; Hamilton-Jacobi-Bellman equation; stochastic control systems; controllable set

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E03: Stochastic systems in control theory (general)

93B03: Attainable sets, reachability

49J55: Existence of optimal solutions to problems involving randomness

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Cites Work

• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations