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Properties of the Bellman Function in Time-Optimal Control Problems
Authors:Yue  R.
Affiliation:(1) Department of Mathematics, Purdue University, West Lafayette, Indiana
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.
Keywords:Optimal control  Bellman function  value function
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