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
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
Journal title :
Journal of Mathematical Analysis and Applications
