Local regularity of the value function in optimal control

DOI10.1016/J.SYSCONLE.2013.06.001MaRDI QIDQ2637598zbMATH OpenOpenAlexFDO

Authors Hélène Frankowska, Piermarco Cannarsa

Publication date 12 February 2014

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2013.06.001

zbMATH Keywords

optimal controloptimal synthesisregularity of optimal trajectoriesvalue function

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60)

Recommendations

• Regularity along optimal trajectories of the value function of a Mayer problem
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• Semiconcavity of the value function for the Bolza control problem

Cites work

• Conjugate points and shocks in nonlinear optimal control
• From pointwise to local regularity for solutions of Hamilton-Jacobi equations
• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• scientific article; zbMATH DE number 1178240 (Why is no real title available?)
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Semiconcavity of the value function for the Bolza control problem
• Some Characterizations of Optimal Trajectories in Control Theory

Cited in

(24)

• Local regularity of optimal trajectories for control problems with general boundary conditions
• Solution regularity in optimal control via subgradient analysis of the value function
• Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG
• Semiconcavity and sensitivity analysis in mean-field optimal control and applications
• Local regularity estimates for general discrete dynamic programming equations
• Continuous differentiability of the value function of semilinear parabolic infinite time horizon optimal control problems on L^2() Under control constraints
• Local regularity of the minimum time function
• Semiconcavity results and sensitivity relations for the sub-Riemannian distance
• Differentiability properties of the minimum time function for normal linear systems
• On singularities of value function for Bolza optimal control problem
• Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
• Conjugate Times and Regularity of the Minimum Time Function with Differential Inclusions
• scientific article; zbMATH DE number 617017 (Why is no real title available?)
• On the set of points of smoothness for the value function of affine optimal control problems
• Optimality conditions (in Pontryagin form)
• Optimal feedback law recovery by gradient-augmented sparse polynomial regression
• Regularity along optimal trajectories of the value function of a Mayer problem
• Local well-posedness of the Mortensen observer
• On the value function for optimal control of semilinear parabolic equations
• Two-term large-time asymptotic expansion of the value function for dissipative nonlinear optimal control problems
• Differentiability of the value function on H^1() of semilinear parabolic infinite time horizon optimal control problems under control constraints
• Differentiability of the value function in control-constrained parabolic problems
• Policy iteration for Hamilton-Jacobi-Isaacs equations with control constraints and comparison with Hamilton-Jacobi-Bellman equations
• Semiconcavity of the value function for the Bolza control problem

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