Semiconcavity of the value function for the Bolza control problem (Q819052)

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scientific article; zbMATH DE number 5014242
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    Semiconcavity of the value function for the Bolza control problem
    scientific article; zbMATH DE number 5014242

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      Semiconcavity of the value function for the Bolza control problem (English)
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      22 March 2006
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      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.
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      semiconcave function
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      Hamilton-Jacobi equation
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      necessary and sufficient conditions for optimality
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      nonlinear optimal control
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      value function
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