A general Hamilton-Jacobi framework for non-linear state-constrained control problems, ESAIM: Control, Optimisation and Calculus of Variations, vol.19, issue.2, pp.337-357, 2013. ,
DOI : 10.1051/cocv/2012011
Error estimates for second order hamilton-jacobibellman equations. approximation of probabilistic reachable sets. Discrete and Continuous Dynamical Systems -Serie A, pp.3933-3964, 2015. ,
The Viability Kernel Algorithm for Computing Value Functions of Infinite Horizon Optimal Control Problems, Journal of Mathematical Analysis and Applications, vol.201, issue.2, pp.555-576, 1996. ,
DOI : 10.1006/jmaa.1996.0273
Invariant Sets for Controlled Degenerate Diffusions: A Viscosity Solutions Approach, Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W. H. Fleming, pp.191-208, 1999. ,
DOI : 10.1007/978-1-4612-1784-8_11
A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications, Communications in Partial Differential Equations, vol.43, issue.11-12, pp.11-121945, 1998. ,
DOI : 10.1137/0324032
Numerical approximation for a superreplication problem under gamma contraints, SIAM J. of Numer. Analysis, issue.3, pp.472289-2320, 2009. ,
Reachability and Minimal Times for State Constrained Nonlinear Problems without Any Controllability Assumption, SIAM Journal on Control and Optimization, vol.48, issue.7, pp.4292-4316, 2010. ,
DOI : 10.1137/090762075
URL : https://hal.archives-ouvertes.fr/hal-00395589
Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost, Applied Mathematics & Optimization, vol.9, issue.3, pp.1-39 ,
DOI : 10.1007/s00245-014-9255-3
URL : https://hal.archives-ouvertes.fr/hal-00931025
Optimal control versus stochastic target problems: An equivalence result, Systems & Control Letters, vol.61, issue.2, pp.343-346, 2012. ,
DOI : 10.1016/j.sysconle.2011.11.010
URL : https://hal.archives-ouvertes.fr/hal-00556509
Optimal Control under Stochastic Target Constraints, SIAM Journal on Control and Optimization, vol.48, issue.5, pp.3501-3531, 2010. ,
DOI : 10.1137/090757629
URL : https://hal.archives-ouvertes.fr/hal-00373306
Stochastic Target Problems with Controlled Loss, SIAM Journal on Control and Optimization, vol.48, issue.5, pp.3123-3150, 2009. ,
DOI : 10.1137/08073593X
URL : https://hal.archives-ouvertes.fr/hal-00323383
Weak Dynamic Programming for Generalized State Constraints, SIAM Journal on Control and Optimization, vol.50, issue.6, pp.3344-3373, 2012. ,
DOI : 10.1137/110852942
URL : https://hal.archives-ouvertes.fr/hal-00590874
Super-replication of European options with a derivative asset under constrained finite variation strategies, 2005. ,
Hamilton-jacobi equations with state constraints, Trans. Amer. Math. Soc, vol.318, pp.643-683, 1990. ,
Optimal times for constrained nonlinear control problems without local controllability, Applied Mathematics & Optimization, vol.8, issue.2, pp.21-42, 1997. ,
DOI : 10.1007/BF02683336
Numerical schemes for discontinuous value function of optimal control. Set-valued Analysis, pp.111-126, 2000. ,
user's guide to viscosity solutions\\ of second order\\ partial
differential equations, Bulletin of the American Mathematical Society, vol.27, issue.1, pp.1-67, 1992. ,
DOI : 10.1090/S0273-0979-1992-00266-5
Level Sets of Viscosity Solutions: some Applications to Fronts and Rendez-vous Problems, SIAM Journal on Applied Mathematics, vol.54, issue.5, pp.1335-1354, 1994. ,
DOI : 10.1137/S0036139992233069
Existence of Neighboring Feasible Trajectories: Applications to Dynamic Programming for State-Constrained Optimal Control Problems, Journal of Optimization Theory and Applications, vol.35, issue.1, pp.20-40, 2000. ,
DOI : 10.1023/A:1004668504089
On the Existence of Optimal Controls, SIAM Journal on Control and Optimization, vol.28, issue.4, pp.851-902, 1990. ,
DOI : 10.1137/0328049
Infinite horizon problems on stratifiable state-constraints sets, Journal of Differential Equations, vol.258, issue.4, pp.1420-1460, 2015. ,
DOI : 10.1016/j.jde.2014.11.001
URL : https://hal.archives-ouvertes.fr/hal-00955921
A New Formulation of State Constraint Problems for First-Order PDEs, SIAM Journal on Control and Optimization, vol.34, issue.2, pp.554-571, 1996. ,
DOI : 10.1137/S0363012993250268
A class of stochastic optimal control problems with state constraint, Indiana University Mathematics Journal, vol.51, issue.5, pp.1167-1196, 2002. ,
DOI : 10.1512/iumj.2002.51.2079
Ellipsoidal Techniques for Reachability Under State Constraints, SIAM Journal on Control and Optimization, vol.45, issue.4, pp.1369-1394, 2006. ,
DOI : 10.1137/S0363012903437605
Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints, Mathematische Annalen, vol.56, issue.4, pp.583-630, 1989. ,
DOI : 10.1007/BF01442856
Existence Theory for a Stochastic Bolza Problem, IMA Journal of Mathematical Control and Information, vol.4, issue.4, pp.301-320, 1987. ,
DOI : 10.1093/imamci/4.4.301
Hamilton???Jacobi Formulation for Reach???Avoid Differential Games, IEEE Transactions on Automatic Control, vol.56, issue.8, pp.1849-1861, 2011. ,
DOI : 10.1109/TAC.2011.2105730
Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems, Discrete Contin. Dynam. Systems, vol.21, issue.2, pp.513-535, 2008. ,
Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, Journal of Computational Physics, vol.79, issue.1, pp.12-49, 1988. ,
DOI : 10.1016/0021-9991(88)90002-2
On some recent aspects of stochastic control and their applications, Probability Surveys, vol.2, issue.0, pp.506-549, 2005. ,
DOI : 10.1214/154957805100000195
URL : https://hal.archives-ouvertes.fr/hal-00009267
The Minimum Time Function with Unbounded Controls, J. Math. Systems, vol.8, issue.2, pp.1-34, 1998. ,
Hamilton-Jacobi-Bellman equations with fast gradientdependence, Indiana Univ. Math. J, vol.49, issue.3, pp.1043-1077, 2000. ,
Optimal Control with State-Space Constraint I, SIAM Journal on Control and Optimization, vol.24, issue.3, pp.552-561, 1986. ,
DOI : 10.1137/0324032
Optimal Control with State-Space Constraint. II, SIAM Journal on Control and Optimization, vol.24, issue.6, pp.1110-1122, 1986. ,
DOI : 10.1137/0324067
Dynamic programming for stochastic target problems and geometric flows, Journal of the European Mathematical Society, vol.4, issue.3, pp.201-236, 2002. ,
DOI : 10.1007/s100970100039
Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions, SIAM Journal on Control and Optimization, vol.41, issue.2, pp.404-424, 2002. ,
DOI : 10.1137/S0363012900378863
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE. Fields Institute Monographs, 2012. ,
Stochastic controls, Applications of Mathematics, vol.43, 1999. ,
DOI : 10.1007/978-1-4612-1466-3