A note on weak viability for controlled diffusion
In this paper, we study a weak notion of viability for a controlled diffusion. Under a tangential hypothesis, we prove that the weak viability property is satisfied.
Year of publication: |
2000
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Authors: | Mazliak, Laurent |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 49.2000, 4, p. 331-336
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Publisher: |
Elsevier |
Subject: | Viability Controlled diffusions Relaxed controls |
Saved in:
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