Title of article
Semiconcavity of the value function for the Bolza control problem
Author/Authors
Nathalie Caroff ?، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2006
Pages
15
From page
287
To page
301
Abstract
In this paper we investigate the regularity of the value function of the Bolza control problem.We propose
sufficient conditions for the value function to be semiconcave or locally Lipschitz when the controls are
unbounded.
2005 Elsevier Inc. All rights reserved
Keywords
nonlinear optimal control , value function , Semiconcave function , Hamilton–Jacobi equation , Necessary and sufficient conditions for optimality
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2006
Journal title
Journal of Mathematical Analysis and Applications
Record number
934350
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