Remark on the Bellman equation for optimal control problems with exit times and noncoercing dynamics

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Conference Proceeding

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This study is a continuation of a work on uniqueness questions for viscosity solutions of Hamilton-Jacobi-Bellman equations (HJB's) arising from deterministic control problems with exit times. A general uniqueness theorem is proven that characterizes the value functions for a class of problems of this type for nonlinear systems as the unique solutions of the corresponding HJBs among continuous functions with appropriate boundary conditions when the dynamical law is non-Lipschitz and noncoercing.

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Proceedings of the IEEE Conference on Decision and Control

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