Regularity of solution maps of differential inclusions under state constraints (Q878241)

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Regularity of solution maps of differential inclusions under state constraints
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    Regularity of solution maps of differential inclusions under state constraints (English)
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    26 April 2007
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    The paper concerns the Lipschitzian properties of the set-valued map \({\mathcal S}^K_{[t_0,T]}\) which assigns to every point \(\xi_0\in K\) the set of solutions \(x:[t_0,T]\to\mathbb R^n\) to the system \[ x'(t)\in F(t,x(t)), \quad x(t)\in K,\;x(t_0)=\xi_0. \] Here, the \(t\)-measurable, \(x\)-lipschitzean set-valued map \(F:[t_0,T]\times\mathbb R^n\to\mathbb R^n\) has (possibly unbounded) closed convex images and satisfies an inward pointing condition on the sufficiently smooth boundary of the closed set \(K\subseteq\mathbb R^n\). The paper extends and simplifies the approach developed in \textit{P. Bettiol, P. Cardaliaguet,} and \textit{M. Quincampoix} [Int. J. Game Theory 34, No.4, 495--527 (2006; Zbl 1103.49019)]. The result is applied to investigate Lipschitzian properties of the value function for the constrained Bolza problem of optimal control theory.
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    differential inclusions
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    state constraints
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    Lipschitz dependence
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