Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

A note on weak viability for controlled diffusion

Auteur(s):

Code(s) de Classification MSC:

Résumé: In this paper, we study a weak notion of viability for a controlled diffusion. Under a tengential hypothesis, we prove that the weak viability property is satisfied.

Mots Clés: Viability ; controlled diffusions ; relaxed controls.

Date: 1999-06-24

Prépublication numéro: PMA-513