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Semiconcavity of the value function for the Bolza control problem |
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| Authors: | Nathalie Caroff |
| Affiliation: | Laboratoire MANO, Université de Perpignan, 52 avenue Paul Alduy, 66860 Perpignan Cedex, France |
| 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. |
| Keywords: | Semiconcave function Hamilton-Jacobi equation Necessary and sufficient conditions for optimality Nonlinear optimal control Value function |
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