Optimal control under stoc hastic target constraints

SIAM Journal on Control and Optimization

Volumn 48, Issue 5, 2009, Pages 3501-3531

  Bouchard, Bruno ^a   Elie, Romuald ^a   Imbert, Cyril ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Discontinuous viscosity solutions; Optimal control; State constraint problems; Stochastic target problem

Indexed keywords

C (PROGRAMMING LANGUAGE); OPTIMAL CONTROL SYSTEMS; STOCHASTIC SYSTEMS; VISCOSITY;

DISCONTINUOUS VISCOSITY SOLUTIONS; HAMILTON JACOBI BELLMAN; OPTIMAL CONTROL PROBLEM; OPTIMAL CONTROLS; OPTIMAL STOCHASTIC CONTROL; STATE CONSTRAINTS; STOCHASTIC TARGET PROBLEMS; VISCOSITY SOLUTIONS;

STOCHASTIC CONTROL SYSTEMS;

EID: 80755177019     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/090757629     Document Type: Article

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