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Determination of a controllable set for a controlled dynamic system

Published online by Cambridge University Press:  17 February 2009

Shige Peng
Affiliation:
Department of Mathematics, Fudan University, Shanghai 200433, China.
Jiongmin Yong
Affiliation:
Department of Mathematics, Fudan University, Shanghai 200433, China.
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Abstract

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The controllable set of a controlled ordinary differential dynamic system to a given set is defined. Under certain reasonable conditions, the controllable set is characterised by a level set of the unique viscosity solution to some Hamilton-Jacobi-Bellman equation. The result is used to determine the asymptotic stable set of nonlinear autonomous differential equations.

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Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1991