Semiconcavity of the value function for the Bolza control problem (Q819052)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Semiconcavity of the value function for the Bolza control problem |
scientific article |
Statements
Semiconcavity of the value function for the Bolza control problem (English)
0 references
22 March 2006
0 references
From the author's 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''. In this setting, a real-valued function \(f\) on a convex subset \(K\) of \(\mathbb{R}^n\) is said to be semiconcave if, for every \(R>0\), there exists a suitable modulus of continuity \(\omega(R,\cdot)\) such that \[ \lambda f(x)+(1-\lambda)f(y)-f(\lambda x+(1-\lambda)y)\leq\lambda(1-\lambda)\| x-y\| \omega(R,\| x-y\| ), \] for every \(0\leq\lambda\leq1\), and \(x,y\in K\), \(\| x\| ,\| y\| \leq R\). The main hypotheses in the paper are some kind of semiconcavity, as well as Lipschitz conditions, for the dynamics and the Lagrangian.
0 references
semiconcave function
0 references
Hamilton-Jacobi equation
0 references
necessary and sufficient conditions for optimality
0 references
nonlinear optimal control
0 references
value function
0 references