Viscosity solutions of the bellman equation for exit time optimal control problems with non-lipschitz dynamics

ESAIM - Control, Optimisation and Calculus of Variations

Volumn 6, Issue , 2001, Pages 415-441

  Malisoff, Michael ^a  

^a WASHINGTON UNIVERSITY   (United States)

Author keywords

Dynamical systems; Reflected Brachystochrone Problem; Viscosity solutions

Indexed keywords

BOUNDARY CONDITIONS; DYNAMIC PROGRAMMING; LAGRANGE MULTIPLIERS; OPTIMIZATION; PROBLEM SOLVING; STATE SPACE METHODS; VISCOSITY;

BELLMAN EQUATIONS; EIKONAL EQUATIONS; EXIT TIME OPTIMAL CONTROL PROBLEMS; NON-LIPSCHITZ DYNAMICS; SUSSMANN REFLECTED BRACHYSTOCHRONE PROBLEM;

EQUATIONS OF MOTION;

EID: 0035693711     PISSN: 12928119     EISSN: 12623377     Source Type: Journal    
DOI: 10.1051/cocv:2001116     Document Type: Article

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