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

DOI10.3934/DCDS.2011.29.595MaRDI QIDQ632323zbMATH OpenOpenAlexFDO

Authors M. Motta, C. Sartori

Publication date 15 March 2011

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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