Further results on the Bellman equation for exit time optimal control problems with nonnegative Lagrangians: The case of Fuller's problem

H. J. Sussmann; M. A. Malisoff

Further results on the Bellman equation for exit time optimal control problems with nonnegative Lagrangians: The case of Fuller's problem

H. J. Sussmann, M. A. Malisoff

School of Arts and Sciences, Mathematics

Rutgers, The State University

Research output: Contribution to journal › Conference article › peer-review

6 Scopus citations

Abstract

In this study, an attempt is made to prove that the value function for a class of problems including Fuller's Problem is the unique viscosity solution of the Bellman equation that vanishes at the target and is bounded below. The study uses the fact that all trajectories of these problems tend to a given origin.

Original language	American English
Pages (from-to)	2308-2310
Number of pages	3
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	3
State	Published - 2000
Event	39th IEEE Confernce on Decision and Control - Sysdney, NSW, Australia Duration: Dec 12 2000 → Dec 15 2000

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Cite this

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title = "Further results on the Bellman equation for exit time optimal control problems with nonnegative Lagrangians: The case of Fuller's problem",

abstract = "In this study, an attempt is made to prove that the value function for a class of problems including Fuller's Problem is the unique viscosity solution of the Bellman equation that vanishes at the target and is bounded below. The study uses the fact that all trajectories of these problems tend to a given origin.",

author = "Sussmann, {H. J.} and Malisoff, {M. A.}",

year = "2000",

language = "American English",

volume = "3",

pages = "2308--2310",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "39th IEEE Confernce on Decision and Control ; Conference date: 12-12-2000 Through 15-12-2000",

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T1 - Further results on the Bellman equation for exit time optimal control problems with nonnegative Lagrangians

T2 - 39th IEEE Confernce on Decision and Control

AU - Sussmann, H. J.

AU - Malisoff, M. A.

PY - 2000

Y1 - 2000

N2 - In this study, an attempt is made to prove that the value function for a class of problems including Fuller's Problem is the unique viscosity solution of the Bellman equation that vanishes at the target and is bounded below. The study uses the fact that all trajectories of these problems tend to a given origin.

AB - In this study, an attempt is made to prove that the value function for a class of problems including Fuller's Problem is the unique viscosity solution of the Bellman equation that vanishes at the target and is bounded below. The study uses the fact that all trajectories of these problems tend to a given origin.

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M3 - Conference article

SN - 0191-2216

VL - 3

SP - 2308

EP - 2310

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

Y2 - 12 December 2000 through 15 December 2000

ER -

Further results on the Bellman equation for exit time optimal control problems with nonnegative Lagrangians: The case of Fuller's problem

Abstract

ASJC Scopus subject areas

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