The value function of an asymptotic exit-time optimal control problem

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• 作者：M. Motta (1)
  C. Sartori (1)
  
  1. Dipartimento di Matematica ; Via Trieste ; 63 ; 35121 ; Padua ; Italy
  
• 关键词：49J15 ; 93C10 ; 49L20 ; 49L25 ; 93D20 ; Optimal control ; Exit ; time problems ; Viscosity solutions ; Asymptotic controllability
• 刊名：NoDEA : Nonlinear Differential Equations and Applications
• 出版年：2015
• 出版时间：February 2015
• 年：2015
• 卷：22
• 期：1
• 页码：21-44
• 全文大小：358 KB
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• 刊物类别：Mathematics and Statistics
• 刊物主题：Mathematics
  Analysis
  
• 出版者：Birkh盲user Basel
• ISSN：1420-9004

文摘

We consider a class of exit-time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this paper we obtain such properties and a uniqueness result under some explicit sufficient conditions. We briefly investigate also the infinite horizon problem.