``Minimum toll'' control of diffusions
type: Item
instance of: scholarly article
title: ``Minimum toll'' control of diffusions
zbMATH Open document ID: 0669.93086
DOI: 10.1016/0167-6911(89)90044-3
published in: Systems \& Control Letters
publication date: 1989-01-01T00:00:00Z
review text: The author generalizes a minimum toll control problem in the following sense: Besides the running cost, a toll is paid for crossing a strip in the region where the controlled diffusion lives. This leads to problem involving two standard Hamilton-Jacobi equations coupled by their boundary data.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 4097269
zbMATH Keywords: minimum toll control
zbMATH Keywords: controlled diffusion
zbMATH Keywords: Hamilton-Jacobi equations
author: Vivek Borkar
reviewed by: Michael Kohlmann
MaRDI profile type: Publication
full work available at URL: 0167-6911(89)90044-3
OpenAlex ID: W2081114744
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description: scientific article; zbMATH DE number 4097269