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

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

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

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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

Cites Work

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Stochastic and differential games. Theory and numerical methods. Dedicated to Prof. A. I. Subbotin
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On the Bellman equation for some unbounded control problems
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Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
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Nonlinear Optimal Control with Infinite Horizon for Distributed Parameter Systems and Stationary Hamilton–Jacobi Equations
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
Meagre functions and asymptotic behaviour of dynamical systems