Rectifiability results for singular and conjugate points of optimal exit time problems (Q1614714)

Continuing previous research, mainly in \textit{P. Cannarsa, C. Pignotti} and \textit{C. Sinestrari} [Discrete Contin. Dyn. Syst. 6, No.~4, 975-997 (2000)], the author obtains further regularity properties of the value function, \(V(.)\), of the ``exit-time'' optimal control problem which consists in the minimization of the functionals: \[ J(x,u(.)):=\int_0^\tau L(y(t),u(t))dt+g(y(\tau)),\;x\in\mathbb{R}^n, \] subject to \[ y'(t)=f(y(t),u(t)), u(t)\in U \text{ a.e. }(0,\tau), y(0)=x, \tau= \tau(x,u(.)):=\inf\{t\geq 0; \;y(t)\in {\mathcal K}\} \] where \(U\subset\mathbb{R}^m\) is compact and the ``target'' \({\mathcal K}\subset\mathbb{R}^n\) has a compact boundary, \(\partial{\mathcal K}\), that is an \((n-1)\)-dimensional \(C^{k+1}\) manifold, for some \(k\geq 2\). The multitude of results in the paper are proved under certain, rather restrictive, hypotheses on the data, among which is the fact that the Hamiltonian as well as the associated Argmax multi-function \[ H(x,p):=\max_{u\in U}{\mathcal H}(x,p,u), u^*(x,p):=\text{Argmax}_u{\mathcal H}(x,p,u), {\mathcal H}(x,p,u):=-\langle f(x,u),p\rangle-L(x,u) \] are smooth functions of class \(C^k\). This type of assumptions allow the introduction of the set \(\Gamma\) of conjugate points, of the set \(\Sigma\) of singular (non-differentiability) points of the value function and to prove, among many other things, the fact that \(\overline \Sigma\subset \Sigma\cup \Gamma\) is \({\mathcal H}^{n-1}\)-rectifiable.