Theoretical guarantees for satisfaction of terminal state constraints for nonlinear stochastic systems

DOI10.1007/978-3-031-39303-7_9zbMATH Open1544.93851MaRDI QIDQ6599330

Ali Pakniyat

Publication date: 6 September 2024

zbMATH Keywords

optimal controlnonlinear systemsstochastic processesstochastic maximum principlenecessary conditionsstochastic systemsHamilton-Jacobi inequalitiesprobability constraintsprobability distribution controlsteering theory

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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