Discontinuous solutions of deterministic optimal stopping time problems

DOI10.1051/m2an/1987210405571zbMath0629.49017OpenAlexW1605799302MaRDI QIDQ3766387

Perthame, Benoît, Guy Barles

Publication date: 1987

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/193514

zbMATH Keywords

viscosity solutiondiscontinuous obstacleBellman variational inequalitydeterministic optimal stopping time problemminimum exit time from a domain

Mathematics Subject Classification ID

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• Viscosity Solutions of Hamilton-Jacobi Equations
• On existence and uniqueness of solutions of Hamilton-Jacobi equations
• Optimal Control with State-Space Constraint. II
• Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians

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