A geometric characterization of viable sets for controlled degenerate diffusions
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Publication:1611757
DOI10.1023/A:1016596318432zbMath1031.93160MaRDI QIDQ1611757
Publication date: 28 August 2002
Published in: Set-Valued Analysis (Search for Journal in Brave)
differential gamesviscosity solutionsviabilityHamilton-Jacobi-Bellmanpositive polar conegeneralized interior normal vectors
Set-valued functions (26E25) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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