Convex control problems for hereditary systems
In this interesting paper the author studies regularity properties (continuity, convexity) of the so-called variational solution to a H-J equation. This solution is the value function of a control problem governed by a differential-difference equation. What is more, the solution is expressed in terms of the variational solution to a dual H-J equation. In a special case, the corresponding Riccati equations are derived.
scientific article; zbMATH DE number 90520