Further results on the Bellman equation for exit time optimal control problems with nonnegative Lagrangians: The case of Fuller's problem
Document Type
Conference Proceeding
Publication Date
12-1-2000
Abstract
In this study, an attempt is made to prove that the value function for a class of problems including Fuller's Problem is the unique viscosity solution of the Bellman equation that vanishes at the target and is bounded below. The study uses the fact that all trajectories of these problems tend to a given origin.
Publication Source (Journal or Book title)
Proceedings of the IEEE Conference on Decision and Control
First Page
2308
Last Page
2310
Recommended Citation
Sussmann, H., & Malisoff, M. (2000). Further results on the Bellman equation for exit time optimal control problems with nonnegative Lagrangians: The case of Fuller's problem. Proceedings of the IEEE Conference on Decision and Control, 3, 2308-2310. Retrieved from https://repository.lsu.edu/mathematics_pubs/1031
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