Lipschitz continuity and local semiconcavity for exit time problems with state constraints

DOI10.1016/J.JDE.2007.10.020MaRDI QIDQ932837zbMATH OpenOpenAlexFDO

Authors Piermarco Cannarsa, Marco Castelpietra

Publication date 11 July 2008

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2007.10.020

zbMATH Keywords

state constraintsvalue functionLipschitz continuitytime optimal controlsemiconcavity

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Sensitivity, stability, well-posedness (49K40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Recommendations

• Regularity of the state constrained minimal time function
• Lipschitz regularity of the minimum time function of differential inclusions with state constraints
• On the continuity of the state constrained minimal time function
• Semiconcavity for optimal control problems with exit time
• Local regularity of the minimum time function

Cites work

• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
• scientific article; zbMATH DE number 5678096 (Why is no real title available?)
• An Approximation Scheme for the Minimum Time Function
• Clarke's tangent cones and the boundaries of closed sets in Rn
• Convexity properties of the minimum time function
• Dislocation dynamics: Short-time existence and uniqueness of the solution
• Existence and uniqueness for dislocation dynamics with nonnegative velocity
• Filippov's and Filippov-Ważewski's theorems on closed domains
• Interior sphere property for level sets of the value function of an exit time problem
• Interior sphere property of attainable sets and time optimal control problems
• Lipschitz continuity of the value function in optimal control
• Nonlocal First-Order Hamilton–Jacobi Equations Modelling Dislocations Dynamics
• On the Bellman function for the time-optimal process problem
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Regularity of solution maps of differential inclusions under state constraints
• Regularity of the Eikonal Equation with Neumann Boundary Conditions in the Plane: Application to Fronts with Nonlocal Terms
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Semiconcavity of the value function for exit time problems with nonsmooth target

Cited in

(10)

• scientific article; zbMATH DE number 1846819 (Why is no real title available?)
• Kinodynamic Control Systems and Discontinuities in Clearance
• On the extension of the solutions of Hamilton-Jacobi equations
• Multipopulation minimal-time mean field games
• Minimal-time mean field games
• Semiconcavity of the value function for exit time problems with nonsmooth target
• Nonsmooth mean field games with state constraints
• Regularity of the state constrained minimal time function
• Lipschitz regularity of the minimum time function of differential inclusions with state constraints
• One-sided Perron differential inclusions

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