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dc.contributor.authorDoyen, Luc
dc.contributor.authorSaint-Pierre, Patrick
dc.date.accessioned2011-05-04T12:26:47Z
dc.date.available2011-05-04T12:26:47Z
dc.date.issued1997
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6173
dc.language.isoenen
dc.subjectdifferential inclusionen
dc.subjectcontrol problemen
dc.subjectviability kernelen
dc.subjecttime of crisisen
dc.subjectviability neighborhooden
dc.subjecttarget problemen
dc.subjectHamilton–Jacobi equationen
dc.subject.ddc515en
dc.titleScale of Viability and Minimal Time of Crisisen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper, we introduce and study the minimal time of a crisis map which measures the minimal time spent outside a given closed domain of constraints by trajectory solutions of a differential inclusion. The interest of such a notion is basically to tackle simultaneously viability and target issues. The main mathematical result characterizes the epigraph of the crisis map in terms of a viability kernel of an augmented problem. This allows the obtaining of the numerical schemes we specify and to derive an equivalent Hamilton–Jacobi formulation. A simple economic example illustrates the results.en
dc.relation.isversionofjnlnameSet-Valued Analysis
dc.relation.isversionofjnlvol5en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate1997
dc.relation.isversionofjnlpages227-246en
dc.relation.isversionofdoihttp://dx.doi.org/10.1023/A:1008610123440en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelAnalyseen


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