Viability of stochastic semi-linear control systems via the quasi-tangency condition - Laboratoire d'Analyse et de Mathématiques Appliquées Accéder directement au contenu
Article Dans Une Revue IMA Journal of Mathematical Control and Information Année : 2011

Viability of stochastic semi-linear control systems via the quasi-tangency condition

Dan Goreac
  • Fonction : Auteur
  • PersonId : 930178
PS

Résumé

In this paper, we study a criterion for the viability of stochastic semi-linear control systems on a real, separable Hilbert space. The necessary and sufficient conditions are given using the notion of stochastic quasi-tangency. As a consequence, we prove that approximate viability and the viability property coincide for stochastic linear control systems. We obtain Nagumo's stochastic theorem and we present a method allowing to provide explicit criteria for the viability of smooth sets. We analyse the conditions characterizing the viability of the unit ball. The paper generalizes recent results from the deterministic framework.
Fichier non déposé

Dates et versions

hal-00692813 , version 1 (01-05-2012)

Identifiants

Citer

Dan Goreac. Viability of stochastic semi-linear control systems via the quasi-tangency condition. IMA Journal of Mathematical Control and Information, 2011, 28 (3), pp.391--415. ⟨10.1093/imamci/dnr003⟩. ⟨hal-00692813⟩
20 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More