Discontinuous solutions of deterministic optimal stopping time problems
ESAIM: Modélisation mathématique et analyse numérique, Tome 21 (1987) no. 4, pp. 557-579. 
@article{M2AN_1987__21_4_557_0,
     author = {Barles, G. and Perthame, B.},
     title = {Discontinuous solutions of deterministic optimal stopping time problems},
     journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique},
     pages = {557--579},
     publisher = {AFCET - Gauthier-Villars},
     address = {Paris},
     volume = {21},
     number = {4},
     year = {1987},
     mrnumber = {921827},
     zbl = {0629.49017},
     language = {en},
     url = {http://www.numdam.org/item/M2AN_1987__21_4_557_0/}
}
TY  - JOUR
AU  - Barles, G.
AU  - Perthame, B.
TI  - Discontinuous solutions of deterministic optimal stopping time problems
JO  - ESAIM: Modélisation mathématique et analyse numérique
PY  - 1987
SP  - 557
EP  - 579
VL  - 21
IS  - 4
PB  - AFCET - Gauthier-Villars
PP  - Paris
UR  - http://www.numdam.org/item/M2AN_1987__21_4_557_0/
LA  - en
ID  - M2AN_1987__21_4_557_0
ER  - 
%0 Journal Article
%A Barles, G.
%A Perthame, B.
%T Discontinuous solutions of deterministic optimal stopping time problems
%J ESAIM: Modélisation mathématique et analyse numérique
%D 1987
%P 557-579
%V 21
%N 4
%I AFCET - Gauthier-Villars
%C Paris
%U http://www.numdam.org/item/M2AN_1987__21_4_557_0/
%G en
%F M2AN_1987__21_4_557_0
Barles, G.; Perthame, B. Discontinuous solutions of deterministic optimal stopping time problems. ESAIM: Modélisation mathématique et analyse numérique, Tome 21 (1987) no. 4, pp. 557-579. http://www.numdam.org/item/M2AN_1987__21_4_557_0/

[1] I. Capuzzo-Dolcetta and H. Ishii, Approximate solutions of the Bellman Equations of deterministic control theory. Applied Math, andOpt. 11, (1984),pp. 161-181. | MR | Zbl

[2] I. Capuzzo-Dolcetta and P. L. Lions, Hamilton-JacobiEquations and state- constraints problems ; In preparation.

[3] M. G. Crandall, L. C. Evans and P. L. Lions, Some properties of viscosity solutions of Hamilton-Jacobi Equations ; Trans. Amer. Math. Soc., 282 (1984). | MR | Zbl

[4] M. G. Crandall, H. Ishii, and P. L. Lions, Uniqueness of viscosity solutions revisited ; to appear.

[5] M. G. Crandall and P. L. Lions, Viscosity solutions of Hamilton-Jacobi Equations ; Trans. Amer. Math. Soc., 277 (1983). | MR | Zbl

[6] M. G. Crandall and P. L. Lions, On existence and uniqueness of solutions of Hamilton-Jacobi Equations ; Non Linear Anal. TMA. Vol. 10, N°6 (1986). | MR | Zbl

[7] W. H. Fleming and R. W. Rishel, Deterministic and stochastic optimal control. Springer, Berlin 1975. | MR | Zbl

[8] H. Ishii, Hamilton-Jacobi Equations with discontinuous Hamiltonians on arbitrary open subsets. | Zbl

[9] H. Ishii, Perron's method for Hamilton-Jacobi Equations ; to appear. | Zbl

[10] E. B. Lee and L. Markus, Foundations of optimal control theory, J. Wiley, New York (1967). | MR | Zbl

[11] P. L. Lions, Generalized solutions of Hamilton-Jacobi Equations. Pitman, 1982. | MR | Zbl

[12] P. L. Lions and B. Perthame, Remarks on Hamilton-Jacobi Equations with discontinuous time-dependent coefficients ; Non Linear Anal. TMA. Vol. 11, n° 7 (1987). | MR | Zbl

[13] P. L. Lions and P. E. Souganidis, 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 | Zbl

[14] J. P. Quadrat, in Thèse d'Etat, Univ. Paris IX-Dauphine.

[15] M. H. Soner, 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 | Zbl

[16] J. Warga, Optimal control of differential and functionnal equations. Academic press, (1972). | MR | Zbl