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Stochastic viability and dynamic programming

Author(s) : Doyen, Luc , De Lara, Michel
Description : This paper deals with the stochastic control of nonlinear systems in the presence of state and control constraints, for uncertain discrete-time dynamics in finite dimensional spaces. In the deterministic case, the viability kernel is known to play a basic role for the analysis of such problems and t...
Repository : HAL - Hyper Article on Line , View repository documents
Language(s) : English
Subject(s) : [MATH:MATH_OC] Mathematics/Optimization and Control , stochastic control , state constraints , viability , discrete time , dynamic programming
Publisher(s) :
Contributor(s) :
Source(s) : Systems and Control Letters
Publication Date(s) : 2010-10-01