Generalized solutions to nonlinear stochastic differential equations with vector-valued impulsive controls

DOI10.3934/DCDS.2011.29.595zbMath1209.49049OpenAlexW2329806678MaRDI QIDQ632323

Monica Motta, Caterina Sartori

Publication date: 15 March 2011

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2011.29.595

zbMATH Keywords

generalized solutionssingular stochastic controlcommutative vector fieldsnonlinear stochastic control systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Impulsive optimal control problems (49N25)

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