Invariant Sets for Controlled Degenerate Diiusions: a Viscosity Solutions Approach
نویسندگان
چکیده
We study invariance and viability properties of a closed set for the trajectories of either a controlled diiusion process or a controlled deterministic system with disturbances. We use the value functions associated to suitable optimal control problems or diierential games and analyze the related Dynamic Programming equation within the theory of viscosity solutions.
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