Result: On some reachability problems for diffusion processes
Title:
On some reachability problems for diffusion processes
Authors:
Source:
Optimal control and partial differential equations (Paris, 4 December 2000). :394-403
Publisher Information:
Amsterdam; Tokyo: IOS Press, Ohmsha, 2001.
Publication Year:
2001
Physical Description:
print, 10 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Optimisation et calcul variationnel numériques, Numerical methods in optimization and calculus of variations, Sciences appliquees, Applied sciences, Energie, Energy, Etudes générales, économiques et professionnelles, General, economic and professional studies, Economie de l'énergie, Energy economics, Données économiques, Economic data, Généralités, General, Atteignabilité, Reachability, Asequibilidad, Energie minimale, Minimum energy, Energía mínima, Equation Hamilton Jacobi, Hamilton Jacobi equation, Ecuación Hamilton Jacobi, Minimisation, Minimization, Minimización, Problème Dirichlet, Dirichlet problem, Problema Dirichlet, Problème valeur limite, Boundary value problem, Problema valor limite, Processus diffusion, Diffusion process, Proceso difusión, Equation Hamilton Jacobi Bellman
Document Type:
Conference
Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Wayne State University, Department of Mathematics, Detroit, Michigan 48202, United States
CERN, 1211 Geneve, Switzerland
CERN, 1211 Geneve, Switzerland
Rights:
Copyright 2001 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Energy
Mathematics
Mathematics
Accession Number:
edscal.1008030
Database:
PASCAL Archive
Further Information
The main purpose of this paper is to discuss the minimization of energy spent in order that a controlled diffusion process reaches a given target, a d-dimensional bounded domain. The exterior Dirichlet problem for the Hamilton-Jacobi-Bellman equation is studied for a class of criteria which includes the case of energy. Extensions to diffusion with jumps, examples and some other reachability problems are considered.