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Lipschitz continuity and local semiconcavity for exit time problems with state constraints - MaRDI portal

Lipschitz continuity and local semiconcavity for exit time problems with state constraints (Q932837)

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scientific article; zbMATH DE number 5300788
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English
Lipschitz continuity and local semiconcavity for exit time problems with state constraints
scientific article; zbMATH DE number 5300788

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    Lipschitz continuity and local semiconcavity for exit time problems with state constraints (English)
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    11 July 2008
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    time optimal control
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    value function
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    state constraints
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    Lipschitz continuity
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    semiconcavity
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