``Minimum toll'' control of diffusions (Q1119239)
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scientific article; zbMATH DE number 4097269
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| English | ``Minimum toll'' control of diffusions |
scientific article; zbMATH DE number 4097269 |
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``Minimum toll'' control of diffusions (English)
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1989
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The author generalizes a minimum toll control problem in the following sense: Besides the running cost, a toll is paid for crossing a strip in the region where the controlled diffusion lives. This leads to problem involving two standard Hamilton-Jacobi equations coupled by their boundary data.
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minimum toll control
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controlled diffusion
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Hamilton-Jacobi equations
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0.7738844156265259
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0.772840678691864
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0.7666115760803223
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