Sets of accessibility for controlled stochastic differential equations

DOI10.1070/RM1991V046N01ABEH002732MaRDI QIDQ4000591zbMATH OpenFDO

Authors Yuri Kabanov, Serguei Pergamenchtchikov

Publication date 26 September 1992

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/RM1991V046N01ABEH002732

zbMATH Keywords

stochastic differential equations

Mathematics Subject Classification ID

Attainable sets, reachability (93B03) Optimal stochastic control (93E20)

Cited in

(3)

• The stochastic reach-avoid problem and set characterization for diffusions
• On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
• A stochastic approach to the closure of accessible sets of control systems with application on homogeneous spaces

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