Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems - Mathematics > Optimization and ControlReport as inadecuate




Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems - Mathematics > Optimization and Control - Download this document for free, or read online. Document in PDF available to download.

Abstract: We provide a short and elementary proof for the recently proved result by G.da Prato and H. Frankowska that - under minimal assumptions - a closed set isinvariant with respect to a stochastic control system if and only if it isinvariant with respect to the associated deterministic control system.



Author: Rainer Buckdahn, Marc Quincampoix, Catherine Rainer, Josef Teichmann

Source: https://arxiv.org/







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