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On the Bellman equation for some unbounded control problems

✍ Scribed by Martino Bardi; Francesca Da Lio


Publisher
SP Birkhäuser Verlag Basel
Year
1997
Tongue
English
Weight
373 KB
Volume
4
Category
Article
ISSN
1021-9722

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📜 SIMILAR VOLUMES


Further results on the Bellman equation
✍ Michael Malisoff 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 362 KB

In a series of papers, we proved theorems characterizing the value function in exit time optimal control as the unique viscosity solution of the corresponding Bellman equation that satisÿes appropriate side conditions. The results applied to problems which satisfy a positivity condition on the integ