A note on weak viability for controllled diffusion.

DOI10.1016/S0167-7152(00)00065-1zbMath1145.60325MaRDI QIDQ1587701

Laurent Mazliak

Publication date: 3 December 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Relaxed controlsViabilityControlled diffusionsweak tangential condition

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Viability property of jump diffusion processes on manifolds ⋮ Exact and possible viability for controlled diffusions. ⋮ Stochastic control and compatible subsets of constraints

Cites Work

• Mixed control problem under partial observation
• Viability for constrained stochastic differential equations
• Existence of stochastic control under state constraints
• The viability theorem for stochastic differential inclusions²
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
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