Semiconcavity of the value function for an exit time problem with degenerate cost
A simple exit time problem with degenerate cos is here considered. Using a new technique for constructing admissible trajectories, a semiconcavity result for the value function ν is obtained. Such a property of ν is then applied to obtain optimality conditions.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Università degli Studi di Catania
2000-11-01
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| Series: | Le Matematiche |
| Online Access: | http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/305 |