Zubov’s method for controlled diffusions with state constraints
Author:
Funder
Seventh Framework Programme
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00030-015-0343-0.pdf
Reference33 articles.
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2. Artstein Z.: Stabilization with relaxed controls. Nonlinear Anal. 7, 1163–1173 (1983)
3. Aulbach, B.: Asymptotic stability regions via extensions of Zubov’s method. I and II. Nonlinear Anal. Theory Methods Appl. 7, 1431–1440 and 1441–1454 (1983)
4. Bardi, M., Capuzzo Dolcetta, I.: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman equations. In: Systems Control Found. Appl. Birkhäuser, Boston (1997)
5. Barles G., Burdeau J.: The Dirichlet problem for semilinear second-order degenerate elliptic equations and applications to stochastic exit time control problems. Commun. Partial Differ. Equ. 20(1-2), 129–178 (1995)
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