Zubov's method for stochastic control systems

Titelangaben

Camilli, Fabio ; Grüne, Lars ; Wirth, Fabian:
Zubov's method for stochastic control systems.
Bayreuth , 2005

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Abstract

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.