Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians

DOI10.1016/S0167-6911(03)00130-0zbMath1157.49309MaRDI QIDQ2503527

Michael Malisoff

Publication date: 21 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Optimal control; Viscosity solutions; Fuller problem; Asymptotics of trajectories

Mathematics Subject Classification ID

93C15: Control/observation systems governed by ordinary differential equations

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

Related Items

Financing policies via stochastic control: a dynamic programming approach, The geometry of the solution set of nonlinear optimal control problems, The value function of an asymptotic exit-time optimal control problem

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