OPTIMAL CONTROL OF THE BLOWUP TIME OF A DIFFUSION

DOI10.1142/S0218202596000274MaRDI QIDQ4895076zbMATH OpenOpenAlexFDO

Authors R. Jensen, Emmanuel N. Barron, W. Liu

Publication date 26 May 1997

Published in M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218202596000274

zbMATH Keywords

singular perturbationviscosity solutionBellman equationblowup timecertainty equivalentcontrolled diffusions

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(4)

• Optimal blowup time for controlled ordinary differential equations
• Sufficient optimality conditions for problems controlled by ordinary differential equations with behavior of blowup
• Blowup time optimal control for ordinary differential equations
• Optimal blowup time of diffusion equations with control

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