Exit Time Problems in Optimal Control and Vanishing Viscosity Method
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0326063
Reference26 articles.
1. Existence results for first order Hamilton Jacobi equations
2. Approximate solutions of the bellman equation of deterministic control theory
3. Hamilton-Jacobi equations with state constraints
4. Viscosity solutions of Hamilton-Jacobi equations
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