The stochastic reach-avoid problem and set characterization for diffusions (Q290823)

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scientific article; zbMATH DE number 6589232
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The stochastic reach-avoid problem and set characterization for diffusions
scientific article; zbMATH DE number 6589232

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    The stochastic reach-avoid problem and set characterization for diffusions (English)
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    3 June 2016
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    reachability
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    stochastic control
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    dynamic programming
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    partial differential equations
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    discontinuous viscosity solutions
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