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• W2077883650 abstract "The authors study the connections between deterministic exit time control problems and possibly discontinuous viscosity solutions of a first-order Hamilton-Jacobi (HJ) equation up to the boundary. This equation admits a maximum and a minimum solution that are the value functions associated to stopping time problems on the boundary. When these solutions are equal, they can be obtained through the vanishing viscosity method. Finally, when the HJ equation has a continuous solution, it is proved to be the value function for the first exit time of the domain. It is also the vanishing viscosity limit arising, in particular, in some large deviations problems." @default.
• W2077883650 created "2016-06-24" @default.
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• W2077883650 date "1988-09-01" @default.
• W2077883650 modified "2023-10-02" @default.
• W2077883650 title "Exit Time Problems in Optimal Control and Vanishing Viscosity Method" @default.
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• W2077883650 doi "https://doi.org/10.1137/0326063" @default.
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