Abstract
We study invariance and viability properties of a closed set for the trajectories of either a controlled diffusion process or a controlled deterministic system with disturbances. We use the value functions associated to suitable optimal control problems or differential games and analyze the related Dynamic Programming equation within the theory of viscosity solutions.
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Bardi, M., Goatin, P. (1999). Invariant Sets for Controlled Degenerate Diffusions: A Viscosity Solutions Approach. In: McEneaney, W.M., Yin, G.G., Zhang, Q. (eds) Stochastic Analysis, Control, Optimization and Applications. Systems & Control: Foundations & Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1784-8_11
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DOI: https://doi.org/10.1007/978-1-4612-1784-8_11
Publisher Name: Birkhäuser, Boston, MA
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