Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians

DOI10.1137/S0363012900368594zbMath1012.49024MaRDI QIDQ4537791

Michael Malisoff

Publication date: 23 June 2002

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

zbMATH Keywords

optimal control; Hamilton-Jacobi-Bellman equation; dynamic programming; dynamical systems; image processing; value function; eikonal equation; viscosity solutions; Fuller problem

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93C10: Nonlinear systems in control theory

94A08: Image processing (compression, reconstruction, etc.) in information and communication theory

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

49K15: Optimality conditions for problems involving ordinary differential equations

78A05: Geometric optics

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