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

DOI10.1137/S0363012997326234zbMATH Open0969.49011MaRDI QIDQ4507397FDOQ4507397

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Publication date: 18 October 2000

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

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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)

Cited In (12)

• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
• Title not available (Why is that?)
• Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control
• Discontinuous Solutions of a Hamilton--Jacobi Equation with Infinite Speed of Propagation
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• Discontinuous solutions of Hamilton-Jacobi equations versus Radon measure-valued solutions of scalar conservation laws: disappearance of singularities
• Discontinuous solutions in \(L^\infty\) for Hamilton-Jacobi equations
• Financing policies via stochastic control: a dynamic programming approach
• Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data
• Discontinuous solutions for Hamilton-Jacobi equations: Uniqueness and regularity
• Solutions to the Hamilton-Jacobi equation for state constrained Bolza problems with discontinuous time dependence

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