Stochastic viability and dynamic programming
نویسندگان
چکیده
منابع مشابه
Stochastic viability and dynamic programming
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 the design of viable control feedbacks. In the present paper, we show how a stochastic viability k...
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ژورنال
عنوان ژورنال: Systems & Control Letters
سال: 2010
ISSN: 0167-6911
DOI: 10.1016/j.sysconle.2010.07.008