State-constrained stochastic optimal control problems via reachability approach (Q2822794)
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scientific article; zbMATH DE number 6632757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State-constrained stochastic optimal control problems via reachability approach |
scientific article; zbMATH DE number 6632757 |
Statements
5 October 2016
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stochastic optimal control
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state constraints
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Hamilton-Jacobi equations
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viscosity solution
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stochastic target problems
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State-constrained stochastic optimal control problems via reachability approach (English)
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