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