Further results on the Bellman equation
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Michael Malisoff
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Article
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2003
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Elsevier Science
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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