Title data
Camilli, 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
DOI: https://doi.org/10.3182/20050703-6-CZ-1902.00443
Related URLs
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 |
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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: | 14 May 2021 09:56 |
URI: | https://eref.uni-bayreuth.de/id/eprint/63554 |