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.

Bibliographic Details
Main Authors:	Piermarco Cannarsa, Cristina Pignotti
Format:	Article
Language:	English
Published:	Università degli Studi di Catania 2000-11-01
Series:	Le Matematiche
Online Access:	http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/305

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spelling	doaj-79c9c7f10a5246c9bc0c180cec07b5f12020-11-25T01:51:40ZengUniversità degli Studi di CataniaLe Matematiche0373-35052037-52982000-11-0155471108281Semiconcavity of the value function for an exit time problem with degenerate costPiermarco CannarsaCristina PignottiA 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.http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/305
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Piermarco Cannarsa Cristina Pignotti
spellingShingle	Piermarco Cannarsa Cristina Pignotti Semiconcavity of the value function for an exit time problem with degenerate cost Le Matematiche
author_facet	Piermarco Cannarsa Cristina Pignotti
author_sort	Piermarco Cannarsa
title	Semiconcavity of the value function for an exit time problem with degenerate cost
title_short	Semiconcavity of the value function for an exit time problem with degenerate cost
title_full	Semiconcavity of the value function for an exit time problem with degenerate cost
title_fullStr	Semiconcavity of the value function for an exit time problem with degenerate cost
title_full_unstemmed	Semiconcavity of the value function for an exit time problem with degenerate cost
title_sort	semiconcavity of the value function for an exit time problem with degenerate cost
publisher	Università degli Studi di Catania
series	Le Matematiche
issn	0373-3505 2037-5298
publishDate	2000-11-01
description	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.
url	http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/305
work_keys_str_mv	AT piermarcocannarsa semiconcavityofthevaluefunctionforanexittimeproblemwithdegeneratecost AT cristinapignotti semiconcavityofthevaluefunctionforanexittimeproblemwithdegeneratecost
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Semiconcavity of the value function for an exit time problem with degenerate cost

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