Université Paris 6Pierre et Marie Curie Université Paris 7Denis Diderot CNRS U.M.R. 7599 Probabilités et Modèles Aléatoires''

Exact and possible viability for controlled diffusions

Auteur(s):

Code(s) de Classification MSC:

• 49J30 Optimal solutions belonging to restricted classes
Résumé: We prove that, given a closed set $K$ and a controlled diffusion $X_u$, if, for all $x\in K$, there exists a control $u$ such that the probability for $X_u$ to stay some time in $K$ is strictly positive, then $K$ is viable for $X_u$.