Deterministic exit time control problems with discontinuous exit costs

被引:25
|
作者
Blanc, AP
机构
[1] Fac. des Sciences et Techniques, Université de Tours, Parc de Grandmont
关键词
exit time problems; Hamilton-Jacobi equations; Dirichlet problems; discontinuous data; viscosity solutions;
D O I
10.1137/S0363012994267340
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We study deterministic exit time control problems with discontinuous exit costs. When the exit cost phi is upper semicontinuous and there is an outer field on the boundary, we show that all the value functions have the same lower semicontinuous envelope which is the unique lower semicontinuous viscosity solution of the associated Dirichlet problem. We also prove uniqueness results for the generalized Dirichlet problem for first-order Hamilton-Jacobi equations with convex Hamiltonians and with discontinuous boundary conditions, under some nondegeneracy conditions on the Hamiltonians on the boundary.
引用
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页码:399 / 434
页数:36
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