Deterministic Exit Time Control Problems With Discontinuous Exit costs

DOI10.1137/S0363012994267340zbMath0871.49027MaRDI QIDQ4337412

Alain-Philippe Blanc

Publication date: 19 May 1997

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

Dirichlet problemsHamilton-Jacobi equationsviscosity solutionsdeterministic exit time control problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) PDEs with low regular coefficients and/or low regular data (35R05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30) Hamilton-Jacobi theories (49L99)

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