It is proved that for controlled diffusions, the sets of attainable laws at a given time and attainable exit distributions, starting from a given initial law, are the same under the family of all nonanticipative controls and its subfamily of Markov controls
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
Controlled nonlinear filtering equations with relaxed controls arising out of the separated control ...
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
It is proved that for controlled diffusions, the sets of attainable laws at a given time and attaina...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
In this paper, we study a weak notion of viability for a controlled diffusion. Under a tangential hy...
We compare a general controlled diffusion process with a deterministic system where a second control...
In this note, we propose two different approaches to rigorously justify a pseudo-Markov property for...
Abstract. We compare a general controlled diffusion process with a deterministic system where a seco...
In this paper we address an open problem which was stated in [A. Arapostathis et al., SIAM J. Contro...
International audienceIn this note, we propose two different approaches to rigorously justify a pseu...
Existence of optimal controls for partially observed diffusions is established for a suitably define...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
Existence of stable optimal Markov controls is established for a class of cost functions for control...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
Controlled nonlinear filtering equations with relaxed controls arising out of the separated control ...
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
It is proved that for controlled diffusions, the sets of attainable laws at a given time and attaina...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
In this paper, we study a weak notion of viability for a controlled diffusion. Under a tangential hy...
We compare a general controlled diffusion process with a deterministic system where a second control...
In this note, we propose two different approaches to rigorously justify a pseudo-Markov property for...
Abstract. We compare a general controlled diffusion process with a deterministic system where a seco...
In this paper we address an open problem which was stated in [A. Arapostathis et al., SIAM J. Contro...
International audienceIn this note, we propose two different approaches to rigorously justify a pseu...
Existence of optimal controls for partially observed diffusions is established for a suitably define...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
Existence of stable optimal Markov controls is established for a class of cost functions for control...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
Controlled nonlinear filtering equations with relaxed controls arising out of the separated control ...
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
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