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

DOI10.1002/OCA.723MaRDI QIDQ5695572zbMATH OpenOpenAlexFDO

Authors Yazeng Liu, Shige Peng

Publication date 13 October 2005

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

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

zbMATH Keywords

controllable setHamilton-Jacobi-Bellman equationoptimal controlstochastic control systems

Mathematics Subject Classification ID

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

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Cites work

• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

Cited in

(6)

• Robust \(H_{\infty }\)control with maximal decay rate for linear discrete-time stochastic systems
• Constructing the set of program controls with probability 1 for one class of stochastic systems
• Non-compact-valued stochastic control under state constraints
• Determination of a controllable set for a controlled dynamic system
• scientific article; zbMATH DE number 1254167 (Why is no real title available?)
• A stochastic approach to the closure of accessible sets of control systems with application on homogeneous spaces

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