Viability of stochastic semi-linear control systems via the quasi-tangency condition

DOI10.1093/IMAMCI/DNR003zbMath1228.49027arXiv0811.0098OpenAlexW2032672860MaRDI QIDQ3094123

Dan Goreac

Publication date: 21 October 2011

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.0098

zbMATH Keywords

stochastic controlviabilitysemi-linear control systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (4)

Stochastic optimal control in infinite dimensions with state constraints ⋮ Mean viability theorems and second-order Hamilton-Jacobi equations ⋮ On state-constrained porous-media systems with gradient-type multiplicative noise ⋮ Viability for locally monotone evolution inclusions and lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations in infinite dimensions

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