Generalized solutions to nonlinear stochastic differential equations with vector-valued impulsive controls

DOI10.3934/DCDS.2011.29.595zbMATH Open1209.49049OpenAlexW2329806678MaRDI QIDQ632323FDOQ632323

Authors: M. Motta, C. Sartori 

Publication date: 15 March 2011

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2011.29.595

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zbMATH Keywords

generalized solutionssingular stochastic controlcommutative vector fieldsnonlinear stochastic control systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Impulsive optimal control problems (49N25) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cited In (1)

• Lack of BV bounds for impulsive control systems

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