The value function of an asymptotic exit-time optimal control problem
Optimization and Control
2018-05-10 v2
Abstract
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.
Cite
@article{arxiv.1312.7443,
title = {The value function of an asymptotic exit-time optimal control problem},
author = {Monica Motta and Caterina Sartori},
journal= {arXiv preprint arXiv:1312.7443},
year = {2018}
}