The stochastic reach-avoid problem and set characterization for diffusions

DOI10.1016/j.automatica.2016.03.016zbMath1339.93125arXiv1202.4375OpenAlexW1891592265MaRDI QIDQ290823

Peyman Mohajerin Esfahani, Debasish Chatterjee, John Lygeros

Publication date: 3 June 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.4375

zbMATH Keywords

dynamic programmingreachabilitystochastic controlpartial differential equationsdiscontinuous viscosity solutions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Attainable sets, reachability (93B03) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Uses Software

• ToolboxLS

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