Displaying similar documents to “Regularity properties of the distance functions to conjugate and cut loci for viscosity solutions of Hamilton-Jacobi equations and applications in Riemannian geometry”

Viscosity solutions of the Bellman equation for exit time optimal control problems with non-Lipschitz dynamics

Michael Malisoff (2001)

ESAIM: Control, Optimisation and Calculus of Variations

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We study the Bellman equation for undiscounted exit time optimal control problems with fully nonlinear lagrangians and fully nonlinear dynamics using the dynamic programming approach. We allow problems whose non-Lipschitz dynamics admit more than one solution trajectory for some choices of open loop controls and initial positions. We prove a uniqueness theorem which characterizes the value functions of these problems as the unique viscosity solutions of the corresponding Bellman equations...