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

DOI10.1002/oca.723zbMath1073.93569OpenAlexW2152413838MaRDI 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 controlHamilton-Jacobi-Bellman equationstochastic control systemscontrollable set

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Attainable sets, reachability (93B03) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Robust \(H_{\infty }\)control with maximal decay rate for linear discrete-time stochastic systems

Cites Work

• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

This page was built for publication: Determination of a controllable set for a class of non‐linear stochastic control systems