Ontology type: schema:ScholarlyArticle
1991-07
AUTHORSPiermarco Cannarsa, Fausto Gozzi, Halil Mete Soner
ABSTRACTWe study a Hamilton-Jacobi equation in infinite dimensions arising in optimal control theory for problems involving both exit times and state-space constraints. The corresponding boundary conditions for the Hamilton-Jacobi equation, of mixed nature, have been derived and investigated in [19], [2], [5], and [15] in the finite-dimensional case. We obtain a uniqueness result for viscosity solutions of such a problem and then prove the existence of a solution by showing that the value function is continuous. More... »
PAGES197-220
http://scigraph.springernature.com/pub.10.1007/bf01447742
DOIhttp://dx.doi.org/10.1007/bf01447742
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