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Volumn 24, Issue 3, 2003, Pages 173-181

Determination of a controllable set for a class of non-linear stochastic control systems

Author keywords

Controllable set; Hamilton Jacobi Bellman equation; Optimal control; Stochastic control systems

Indexed keywords

CONTROL THEORY; CONTROLLABILITY; DIFFERENTIAL EQUATIONS; HAMILTONIANS; OPTIMAL CONTROL SYSTEMS; VECTORS;

EID: 0038002143     PISSN: 01432087     EISSN: None     Source Type: Journal    
DOI: 10.1002/oca.723     Document Type: Article
Times cited : (2)

References (12)
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  • 2
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    • Karatzas, I.1
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    • Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
    • Liu Y, Peng S. infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems. Automatica, 2002; 38:1417-1423.
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    • Liu, Y.1    Peng, S.2
  • 7
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    • Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations (Part II)
    • Lions PL. Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations (Part II). Communication in Partial Differential Equations 1989; 8:1229-1276.
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    • Lions, P.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.