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arXiv · 1312.7443

The value function of an asymptotic exit-time optimal control problem

Monica Motta·Caterina Sartori
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Abstract

We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this paper we obtain such properties and a uniqueness result under some explicit sufficient conditions. We briefly investigate also the infinite horizon problem.

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Monica Motta, Caterina Sartori. 2013-12-28. The value function of an asymptotic exit-time optimal control problem. https://doi.org/10.1007/s00030-014-0274-1

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