A note on weak viability for controllled diffusion.
type: Item
instance of: scholarly article
title: A note on weak viability for controllled diffusion.
zbMATH Open document ID: 1145.60325
DOI: 10.1016/S0167-7152(00)00065-1
author: Laurent Mazliak
published in: Statistics \& Probability Letters
publication date: 2000-12-03T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 49J53
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 1538278
zbMATH Keywords: Viability
zbMATH Keywords: Controlled diffusions
zbMATH Keywords: Relaxed controls
zbMATH Keywords: weak tangential condition
MaRDI profile type: Publication
cites work: Q3971014
cites work: The viability theorem for stochastic differential inclusions2
cites work: Existence of stochastic control under state constraints
cites work: Compactification methods in the control of degenerate diffusions: existence of an optimal control
cites work: Viability for constrained stochastic differential equations
cites work: Q4856610
cites work: Mixed control problem under partial observation
cites work: Q4254477
description: scientific article; zbMATH DE number 1538278