Semiconcavity of the value function for the Bolza control problem

DOI10.1016/J.JMAA.2005.07.077zbMath1103.49013OpenAlexW2011011834MaRDI QIDQ819052

Nathalie Caroff

Publication date: 22 March 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.07.077

zbMATH Keywords

Hamilton-Jacobi equationnonlinear optimal controlvalue functionnecessary and sufficient conditions for optimalitysemiconcave function

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (2)

Local regularity of the value function in optimal control ⋮ On singularities of value function for Bolza optimal control problem

Cites Work

• Unnamed Item
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Some properties of semiconcave functions with general modulus
• Some Characterizations of Optimal Trajectories in Control Theory
• Semiconcavity of solutions of stationary Hamilton-Jacobi equations
• Conjugate points and shocks in nonlinear optimal control

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