Theoretical guarantees for satisfaction of terminal state constraints for nonlinear stochastic systems

DOI10.1007/978-3-031-39303-7_9zbMATH Open1544.93851MaRDI QIDQ6599330FDOQ6599330

Publication date: 6 September 2024

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stochastic processes necessary conditions nonlinear systems optimal control stochastic maximum principle stochastic systems probability constraints Hamilton-Jacobi inequalities probability distribution control steering theory

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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