Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics

Author: Malisoff Michael  

Publisher: Edp Sciences

E-ISSN: 1262-3377|6|issue|415-441

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.6, Iss.issue, 2010-03, pp. : 415-441

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Abstract