Viscosity solutions of the Bellman equation for exit time optimal control problems with vanishing Lagrangians

SIAM Journal on Control and Optimization

Volumn 40, Issue 5, 2002, Pages 1358-1383

  Malisoff, Michael ^a  

^a LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

Dynamical systems; Optimal control; Viscosity solutions

Indexed keywords

BOUNDARY CONDITIONS; DIFFERENTIAL EQUATIONS; DYNAMIC PROGRAMMING; FUNCTION EVALUATION; GEOMETRICAL OPTICS; IMAGE PROCESSING; LAGRANGE MULTIPLIERS; NONLINEAR SYSTEMS; SET THEORY; THEOREM PROVING;

BELLMAN EQUATION; EIKONAL EQUATION; EXIT TIME OPTIMAL CONTROL; SHAPE FROM SHADING; VANISHING LAGRANGIANS; VISCOSITY SOLUTIONS;

OPTIMAL CONTROL SYSTEMS;

EID: 0036401573     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012900368594     Document Type: Article

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