Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems

DOI10.1137/S0363012997326234MaRDI QIDQ4507397zbMATH OpenFDO

Authors

Publication date 18 October 2000

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

zbMATH Keywords

dynamic programmingvalue functionHamilton-Jacobi equationexit time problemproximal subdifferentialproximal generalized solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

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(12)

• Solutions to the Hamilton-Jacobi equation for state constrained Bolza problems with discontinuous time dependence
• Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data
• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
• Discontinuous solutions in \(L^\infty\) for Hamilton-Jacobi equations
• scientific article; zbMATH DE number 1846819 (Why is no real title available?)
• Discontinuous solutions for Hamilton-Jacobi equations: Uniqueness and regularity
• scientific article; zbMATH DE number 789332 (Why is no real title available?)
• Discontinuous solutions of Hamilton-Jacobi equations versus Radon measure-valued solutions of scalar conservation laws: disappearance of singularities
• Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control
• Financing policies via stochastic control: a dynamic programming approach
• Discontinuous Solutions of a Hamilton--Jacobi Equation with Infinite Speed of Propagation

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