@article{M2AN_1987__21_4_557_0, author = {Barles, Guy and Perthame, Beno\^\i t}, title = {Discontinuous solutions of deterministic optimal stopping time problems}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique}, volume = {21}, year = {1987}, pages = {557-579}, mrnumber = {921827}, zbl = {0629.49017}, language = {en}, url = {http://dml.mathdoc.fr/item/M2AN_1987__21_4_557_0} }
Barles, G.; Perthame, B. Discontinuous solutions of deterministic optimal stopping time problems. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 21 (1987) pp. 557-579. http://gdmltest.u-ga.fr/item/M2AN_1987__21_4_557_0/
[1] Approximate solutions of the Bellman Equations of deterministic control theory. Applied Math, andOpt. 11, (1984),pp. 161-181. | MR 743925 | Zbl 0553.49024
and ,[2] Hamilton-JacobiEquations and state- constraints problems ; In preparation.
and ,[3] Some properties of viscosity solutions of Hamilton-Jacobi Equations ; Trans. Amer. Math. Soc., 282 (1984). | MR 732102 | Zbl 0543.35011
, and ,[4] Uniqueness of viscosity solutions revisited ; to appear.
, and ,[5] Viscosity solutions of Hamilton-Jacobi Equations ; Trans. Amer. Math. Soc., 277 (1983). | MR 690039 | Zbl 0599.35024
and ,[6] On existence and uniqueness of solutions of Hamilton-Jacobi Equations ; Non Linear Anal. TMA. Vol. 10, N°6 (1986). | MR 836671 | Zbl 0603.35016
and ,[7] Deterministic and stochastic optimal control. Springer, Berlin 1975. | MR 454768 | Zbl 0323.49001
and ,[8] Hamilton-Jacobi Equations with discontinuous Hamiltonians on arbitrary open subsets. | Zbl 0937.35505
,[9] Perron's method for Hamilton-Jacobi Equations ; to appear. | Zbl 0697.35030
,[10] Foundations of optimal control theory, J. Wiley, New York (1967). | MR 220537 | Zbl 0159.13201
and ,[11] Generalized solutions of Hamilton-Jacobi Equations. Pitman, 1982. | MR 667669 | Zbl 0497.35001
,[12] Remarks on Hamilton-Jacobi Equations with discontinuous time-dependent coefficients ; Non Linear Anal. TMA. Vol. 11, n° 7 (1987). | MR 886652 | Zbl 0688.35052
and ,[13] Differential games, optimal control and directional derivatives of viscosity solutions of Bellman's and Isaac's Equations ; SIAM J. Control and Optimization, vol. 23, n° 4 (1985). | MR 791888 | Zbl 0569.49019
and ,[14] in Thèse d'Etat, Univ. Paris IX-Dauphine.
,[15] Optimal controlproblems with state-space constraints. SIAM J.on Control and Optimisation. Vol. 24, n° 3, pp. 551-561 and Vol. 24, n° 4, pp. 1110-1122. | MR 861089 | Zbl 0619.49013
,[16] Optimal control of differential and functionnal equations. Academic press, (1972). | MR 372708 | Zbl 0253.49001
,