Properties of the Bellman Function in Time-Optimal Control Problems |
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Authors: | Yue R. |
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Affiliation: | (1) Department of Mathematics, Purdue University, West Lafayette, Indiana |
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Abstract: | In this paper, time-optimal control problems with closed terminal sets are considered. We give conditions which guarantee the Bellman function to be Hölder and Lipschitz continuous. We then prove that the condition for Lipschitz continuity is also necessary. |
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Keywords: | Optimal control Bellman function value function |
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