Determination of a controllable set for a class of non‐linear stochastic control systems | Zendy

Liu Yazeng | Zendy; Peng Shige | Zendy

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Determination of a controllable set for a class of non‐linear stochastic control systems

Author(s) -

Liu Yazeng,

Peng Shige

Publication year - 2003

Publication title -

optimal control applications and methods

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.458

H-Index - 44

eISSN - 1099-1514

pISSN - 0143-2087

DOI - 10.1002/oca.723

Subject(s) - set (abstract data type) , bellman equation , class (philosophy) , mathematics , function (biology) , stochastic control , viscosity solution , hamilton–jacobi–bellman equation , optimal control , control theory (sociology) , value (mathematics) , linear control systems , control (management) , mathematical optimization , linear system , computer science , mathematical analysis , artificial intelligence , statistics , evolutionary biology , biology , programming language

A controllable set of a class of non‐linear stochastic control systems to a given set is defined. A value function associated with an optimal control problem is introduced. Under some reasonable conditions, the controllable set is characterized by a level set of the viscosity solution of a Hamilton–Jacobi–Bellman equation. Copyright © 2003 John Wiley & Sons, Ltd.

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