## Title data

Camili, Fabio ; Grüne, Lars ; Wirth, Fabian:

**Zubov's method for stochastic control systems.**

*In:* IFAC Proceedings Volumes.
Vol. 38
(2005)
Issue 1
.
- pp. 259-264.

ISSN 1474-6670

## Abstract in another language

We consider a controlled stochastic system with an almost surely locally exponentially controllable compact set. Our aim is to characterize the set of points which can be driven by a suitable control to this set with some prescribed probability. We show that a generalization of Zubov's method leads to this characterization and can be used as basis for numerical computations.

## Further data

Item Type: | Article in a journal |
---|---|

Refereed: | Yes |

Keywords: | Zubov's method; Stochastic control system; Controllability probability; Viscosity solution; Computational approach |

Institutions of the University: | Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne Faculties |

Result of work at the UBT: | Yes |

DDC Subjects: | 500 Science 500 Science > 510 Mathematics |

Date Deposited: | 02 Mar 2021 10:04 |

Last Modified: | 12 Apr 2021 07:20 |

URI: | https://eref.uni-bayreuth.de/id/eprint/63554 |