Deterministic Exit Time Control Problems With Discontinuous Exit costs
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Publication:4337412
Hamilton-Jacobi equationsviscosity solutionsDirichlet problemsdeterministic exit time control problems
PDEs with low regular coefficients and/or low regular data (35R05) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99) Boundary value problems for nonlinear first-order PDEs (35F30)
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(17)- A counter-example to the characterization of the discontinuous value function of control problems with reflection
- Exit Time Problems in Optimal Control and Vanishing Viscosity Method
- Hamilton-Jacobi equations for optimal control on networks with entry or exit costs
- On the continuity of stochastic exit time control problems
- Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems
- Semicontinuous viscosity solutions to mixed boundary value problems with degenerate convex Hamiltonians
- Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
- Deterministic state-constrained optimal control problems without controllability assumptions
- Infinite horizon optimal control problems with multiple thermostatic hybrid dynamics
- Infinite horizon problems on stratifiable state-constraints sets
- Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data
- On asymptotic exit-time control problems lacking coercivity
- Financing policies via stochastic control: a dynamic programming approach
- Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration
- Entry and Exit Decision Problem with Implementation Delay
- Hamilton-Jacobi equations for optimal control on junctions and networks
- The Mayer and minimum time problems with stratified state constraints
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