Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians

DOI10.1137/S0363012900368594zbMath1012.49024MaRDI QIDQ4537791

Michael Malisoff

Publication date: 23 June 2002

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationdynamic programmingdynamical systemsimage processingvalue functioneikonal equationviscosity solutionsFuller problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15) Geometric optics (78A05)

Related Items (5)

The geometry of the solution set of nonlinear optimal control problems ⋮ Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration ⋮ Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics ⋮ Financing policies via stochastic control: a dynamic programming approach ⋮ Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians

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