Zubov's method for controlled diffusions with state constraints
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Publication:889855
DOI10.1007/s00030-015-0343-0zbMath1323.93019OpenAlexW1876348589MaRDI QIDQ889855
Publication date: 9 November 2015
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00030-015-0343-0
stochastic optimal controlHamilton-Jacobi-Bellman equationsviscosity solutionscontrollability for diffusion systems
Controllability (93B05) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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