Title :
Optimal control with state constraints: a semiconcavity result
Author :
Cannarsa, Piermarco ; Pignotti, Cristina
Author_Institution :
Dipt. di Matematica, Rome Univ., Italy
Abstract :
In this paper, we prove some regularity results for the value function v of an optimal control problem with state constraints. In particular, we are interested in studying the semiconcavity of v
Keywords :
concave programming; constraint theory; functions; optimal control; optimal control; regularity; semiconcavity; state constraints; value function; Boundary value problems; Control theory; Cost function; Dynamic programming; Equations; Optimal control; State-space methods; Viscosity;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.832816