DocumentCode :
3078983
Title :
Discontinuous viscosity solutions of deterministic optimal control problems
Author :
Barles, G. ; Perthame, B.
Author_Institution :
Uni. Paris IX-Dauphine, Paris Cedex
fYear :
1986
fDate :
10-12 Dec. 1986
Firstpage :
1684
Lastpage :
1685
Abstract :
We study optimal stopping time problems with a discontinuous stopping cost ??. When ?? is upper semicontinuous, we show that the lower semi-continuous envelope of the value function is the unique l.s.c. viscosity solution of the associated variational inequality. Using this result we may treat some particular exit time problems.
Keywords :
Cost function; Counting circuits; Dynamic programming; Equations; Extraterrestrial measurements; Optimal control; Viscosity;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
Type :
conf
DOI :
10.1109/CDC.1986.267221
Filename :
4049068
Link To Document :
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