{"entities":{"Q4507397":{"pageid":6536990,"ns":120,"title":"Item:Q4507397","lastrevid":108648152,"modified":"2026-11-09T15:10:04Z","type":"item","id":"Q4507397","labels":{"en":{"language":"en","value":"Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1519299"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4507397$49446D64-1929-4856-9221-70528695E1D2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8234f3b6fcee33ed1f731aa3cd9ffa8926c59414","datavalue":{"value":{"text":"Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4507397$83E58F05-9A04-4D2A-82C4-488B9C3DFC2F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d3abbc90841b62fe60e1fe36ca5eb2766a4d0f7c","datavalue":{"value":"0969.49011","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4507397$B9E5FC1E-1CCC-422B-B0B6-2EC17F209ADF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"39f34b5a800725bc37b3e2ae19955c454fe1374d","datavalue":{"value":"10.1137/S0363012997326234","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4507397$F6E0C9C7-43BF-4758-A0BB-E24C7DFCA17C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1ce3126ac4b873d1435f3e6415d12d56cb56cf18","datavalue":{"value":{"entity-type":"item","numeric-id":2706140,"id":"Q2706140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4507397$2A4DE26D-FAFC-4C2E-882E-D9C03E04489B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9d142b1df5744501b8c2c66aa20cc87664cc9f4f","datavalue":{"value":{"time":"+2000-10-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4507397$F56DDA4A-D4EF-48B6-9F96-15C06FCB3C57","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"15c1c1e0a1d69b462ee4ebf3442d37cf266ace92","datavalue":{"value":"49L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4507397$3C6CC3E1-68AF-426C-AF61-E64679197C18","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"41502fdca2985d22b9c2a0c07911b9ea20b9bef1","datavalue":{"value":"1519299","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4507397$07D7D4C4-998B-474E-85AB-F7659C0B7072","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"70a7d2cc9dcc0a9f78d000ea913c73084e1739e5","datavalue":{"value":"Hamilton-Jacobi equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4507397$9309681B-4D6B-41DB-8E45-FADF203AD760","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1177ead14daae66b47c17c70d51e8efeded5e0da","datavalue":{"value":"proximal generalized solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q4507397$175C8303-9530-417E-9A4A-402CD1A1E397","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dab97226c0153633f9b77a6377f66f3d51b06992","datavalue":{"value":"exit time problem","type":"string"},"datatype":"string"},"type":"statement","id":"Q4507397$AF59742F-BAE8-467A-9528-A68150C09136","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"60a9ddaad371c5de99845b002d7261e34b63d90c","datavalue":{"value":"value function","type":"string"},"datatype":"string"},"type":"statement","id":"Q4507397$7DFD17A3-8EB9-4141-A65C-0EFDB4AE62AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d82cfa81638332a8c825bcbbd9d7f7f9c0c45be","datavalue":{"value":"dynamic programming","type":"string"},"datatype":"string"},"type":"statement","id":"Q4507397$30A33607-2BA5-47BA-81CE-ED44C6D09B15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7f208d4230b5f06afd60e1e2cd4e9a77658cd757","datavalue":{"value":"proximal subdifferential","type":"string"},"datatype":"string"},"type":"statement","id":"Q4507397$6A3E12DC-9116-4F73-A754-CEC66AC1E428","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4507397$2B61717B-9D32-46E1-8E04-C33664C58049","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b198e38754a02a121901f5d231ecd36d08407134","datavalue":{"value":{"entity-type":"item","numeric-id":1864076,"id":"Q1864076"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"449cba00546359f03270b5cd525804118003fd3d","datavalue":{"value":{"amount":"+0.7859113","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$F218D2D4-7CBD-40C0-8EFF-C26F42F6BC1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"20954efffaf9dabadf8febadba5e643c37ba1718","datavalue":{"value":{"entity-type":"item","numeric-id":2796108,"id":"Q2796108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"71a3d8bd34167e754899eb5ff1f07f64e790b233","datavalue":{"value":{"amount":"+0.7616081","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$CE310227-1312-490F-AE11-F13E8EDFEBD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a4e51936e9366c9de909110abe03a374ac7bbd74","datavalue":{"value":{"entity-type":"item","numeric-id":3766387,"id":"Q3766387"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"58726d7ca339a4df48cdc3429f28a6fc8b8a3825","datavalue":{"value":{"amount":"+0.74127644","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$61C838E1-EF71-41BC-8F5D-A378B7B94734","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"87ae702c5838ee23929932bb200bad6c4351aa2f","datavalue":{"value":{"entity-type":"item","numeric-id":4337412,"id":"Q4337412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f02fd859ef2ad5cb53c8eed8913f2620cc3522b","datavalue":{"value":{"amount":"+0.7408378","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$0AAFB0BF-6D7F-4264-A7B9-A502DE376C42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e6ce15a692fea34e9d1d18e86483a34c30f9c47c","datavalue":{"value":{"entity-type":"item","numeric-id":4786560,"id":"Q4786560"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7bbd7cbdeabebd4dcfd641db30fe168d0d1a9d92","datavalue":{"value":{"amount":"+0.73790926","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$37E083F1-487F-4DD1-914B-A3D64F25B619","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f06c37c3a423a3f6fc6c400784008ae5d8fd46b5","datavalue":{"value":{"entity-type":"item","numeric-id":3828606,"id":"Q3828606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1edb5bb2906d9f13866c29067641382b8eda8dde","datavalue":{"value":{"amount":"+0.7323165","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$5EA5A12A-5AA1-4CCC-9000-1F41277001EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3aefe957c803d0b37f275dc04eb7192d0fd13cb5","datavalue":{"value":{"entity-type":"item","numeric-id":1767330,"id":"Q1767330"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b80071cb610cc31e3384b82082010e082c46c1e6","datavalue":{"value":{"amount":"+0.7311399","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$A5121792-583E-4B3D-8858-B63C823C3A7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ba885e79820a65c392dc1b957e02f3d5c2264bf6","datavalue":{"value":{"entity-type":"item","numeric-id":5701782,"id":"Q5701782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d578d264661d532c1ce41b3116ad99a71dd40ca","datavalue":{"value":{"amount":"+0.7279247","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$16C96BEB-C805-430E-B7BC-EA588969E6D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c8e718da9d73fe8dfde787c9c2cf3ce097a837c","datavalue":{"value":{"entity-type":"item","numeric-id":616962,"id":"Q616962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e14a928cfa08e3f123a1d1c5b2870aefe82552d2","datavalue":{"value":{"amount":"+0.72714573","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$3943E511-AC39-4BDC-A55E-DFAE0284B64D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b41ae4af34a63a8385f6a846efde8573b7653ec6","datavalue":{"value":{"entity-type":"item","numeric-id":4665569,"id":"Q4665569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8f22c5e86f71577d5e8aafd191ebfbf40dd1f956","datavalue":{"value":{"amount":"+0.72254574","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4507397$F251DB9C-102E-4906-9F96-D495026D30FE","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0b862605a4bc1fd0b1c4cde35e62a3c9b3e333b7","datavalue":{"value":"Continuing previous work in [\\textit{J. J. Ye} and \\textit{Q. J. Zhu}, Nonlinear Anal., Theory Methods Appl. 34, No. 7, 1029-1053 (1998; Zbl 0960.49022)], the author proves several new results concerning the value function, \\(V(.)\\), of the so-called ``exit time problem'' which consists in the minimization of the functional: \\[ J(x,u):=\\int_0^{t^*}e^{-\\lambda s}f(y(s),u(s)) ds +e^{-\\lambda t^*}h(y(t^*)) \\] subject to: \\[ y'(t)=g(y(t),u(t)), \\;u(t)\\in U \\text{ a.e. }([0,t^*]), \\quad y(0)=x\\in E, \\] \\[ y(t)\\in E\\subset R^n \\;\\forall t\\in [0,t^*), \\quad y(t^*)\\in E^c:=R^n\\setminus E. \\] Instead of using the ``Fr\u00e9chet semidifferentials'' as in the well-known theory of viscosity solutions [e.g., \\textit{M. Bardi} and \\textit{I. Capuzzo-Dolcetta}, ``Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations'' (1997; Zbl 0890.49011)], the author uses the relatively recent concept of ``proximal semidifferential'' in [F. H. Clarke, ``Methods of dynamic optimization'' (1989; Zbl 0696.49003); \\textit{P. D. Loewen}, ``Optimal control via nonsmooth analysis'' (1993; Zbl 0874.49002)] to introduce ``proximal generalized solutions'' for the associated Hamilton-Jacobi-Bellman equation: \\[ \\lambda V(x)+H(x,-\\nabla V(x))=0, \\;x\\in E, \\quad V(x)=h(x), \\;x\\in \\partial E,\\tag{HJB} \\] defined by the Hamiltonian \\(H(x,p):=\\max_{u\\in U} \\{pg(x,u)-f(x,u)\\}.\\) The first main result is Theorem 2.2 stating that under fairly general hypotheses on the data, including the case \\(\\lambda =0\\), the ``l.s.c. envelope'' \\(V_*(x):=\\liminf_{y\\to x}V(y)\\) is a ``proximal supersolution'' while the ``u.s.c. envelope'' \\(V_*(x):=\\limsup_{y\\to x}V(y)\\) is a ``proximal subsolution'' of (HJB), each of them satisfying suitable mixed boundary conditions expressed in terms of proximal semidifferentials. Some refinements of this result are obtained in Theorems 2.3, 2.4 assuming that the value function itself is either l.s.c. or u.s.c. while in Theorem 2.7 a uniqueness result for l.s.c. proximal solutions is proved under an additional hypothesis on the data.","type":"string"},"datatype":"string"},"type":"statement","id":"Q4507397$0040F5FB-2372-4B81-AFA3-BF3E6E71F05C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Discontinuous_Solutions_of_the_Hamilton--Jacobi_Equation_for_Exit_Time_Problems"}}}}}