Zubov's method for controlled diffusions with state constraints
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Cites work
- A generalization of Zubov's method to perturbed systems
- A Lyapunov-Like Characterization of Asymptotic Controllability
- A Zubov's method for stochastic differential equations
- Asymptotic stability regions via extensions of Zubov's method—I
- Characterizing attraction probabilities via the stochastic Zubov equation
- Control Lyapunov Functions and Zubov's Method
- Converse Theorems for Stochastic Liapunov Functions
- Dynamic programming and error estimates for stochastic control problems with maximum cost
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- scientific article; zbMATH DE number 3187828 (Why is no real title available?)
- Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions
- Numerical determination of domains of attraction for electrical power systems using the method of Zubov
- On Liapounoff's conditions of stability
- On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
- On the estimation of asymptotic stability regions: State of the art and new proposals
- On the Existence of Optimal Controls
- On the inversion of Ljapunov's second theorem on stability of motion. [Continuation]
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Optimal Control on the L^\infty Norm of a Diffusion Process
- Optimal stochastic control, stochastic target problems, and backward SDE.
- STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD
- Stabilization with relaxed controls
- Stochastic stability and control
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
- User’s guide to viscosity solutions of second order partial differential equations
- Weak dynamic programming principle for viscosity solutions
- Zubov's equation for state-constrained perturbed nonlinear systems
Cited in
(7)- A level-set approach for stochastic optimal control problems under controlled-loss constraints
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
- State-constrained porous media control systems with application to stabilization
- STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD
- Infinite horizon stochastic optimal control problems with running maximum cost
- Return-to-normality in a piecewise deterministic Markov SIR+V model with pharmaceutical and non-pharmaceutical interventions
- Zubov's equation for state-constrained perturbed nonlinear systems
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