Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal Control

DOI10.1137/14098346XzbMath1335.49040arXiv1408.5354MaRDI QIDQ3462239

Piermarco Cannarsa, Teresa Scarinci, Hélène Frankowska

Publication date: 5 January 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.5354

zbMATH Keywords

optimal controlmaximum principleregularitydifferential inclusionRiccati equationsubdifferentialsvalue functionMayer problemsensitivity relations

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Regularity of solutions in optimal control (49N60) Ordinary differential inclusions (34A60) Optimality conditions for problems involving relations other than differential equations (49K21) Existence theories for optimal control problems involving relations other than differential equations (49J21)

Related Items (11)

Conjugate Times and Regularity of the Minimum Time Function with Differential Inclusions ⋮ Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations ⋮ Pointwise second-order necessary optimality conditions and second-order sensitivity relations in optimal control ⋮ On the Set of Points of Smoothness for the Value Function of Affine Optimal Control Problems ⋮ Mini-workshop: Analysis of data-driven optimal control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting) ⋮ Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems ⋮ Optimality Conditions (in Pontryagin Form) ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints ⋮ Variational Analysis and Regularity of the Minimum Time Function for Differential Inclusions ⋮ Semiconcavity results and sensitivity relations for the sub-Riemannian distance ⋮ Differentiability properties of the minimum time function for normal linear systems

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