Semiconcavity of the value function for exit time problems with nonsmooth target

Communications on Pure and Applied Analysis

Volumn 3, Issue 4, 2004, Pages 757-774

  Sinestrari, Carlo ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

Dynamic programming; Hamilton Jabobi equations; Optimal control; Semiconcavity

Indexed keywords

EID: 24944515819     PISSN: 15340392     EISSN: 15535258     Source Type: Journal    
DOI: 10.3934/cpaa.2004.3.757     Document Type: Article

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