Semiconcavity results for constrained optimal control problems in a half-space |
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| Authors: | Cristina Pignotti |
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| Affiliation: | Dipartimento di Matematica Pura e Applicata, Università degli Studi di L'Aquila, Via Vetoio, Loc. Coppito, 67010 L'Aquila, Italy |
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| Abstract: | In this paper we give semiconcavity results for the value function of some constrained optimal control problems with infinite horizon in a half-space. In particular, we assume that the control space is the l1-ball or the l∞-ball in Rn. |
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| Keywords: | Optimal control problems State constraints Dynamic programming Semiconcavity |
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