A geometric characterization of viable sets for controlled degenerate diffusions

Set-Valued Analysis

Volumn 10, Issue 2-3, 2002, Pages 129-141

  Bardi, Martino ^a   Jensen, Robert ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b LOYOLA UNIVERSITY CHICAGO   (United States)

Author keywords

Degenerate diffusion; Differential games; Hamilton Jacobi Bellman equations; Invariance; Nonsmooth analysis; Stochastic control; Viability; Viscosity solutions

Indexed keywords

EID: 0141457231     PISSN: 09276947     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1016596318432     Document Type: Article

References (24)

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