Article ID Journal Published Year Pages File Type
752103 Systems & Control Letters 2013 4 Pages PDF
Abstract

It is well-known that the value function VV of a Bolza optimal control problem fails to be everywhere differentiable. In this paper, however, we show that, if VV is proximally subdifferentiable at (t,x)(t,x), then it is smooth on a neighborhood of (t,x)(t,x). Our result yields that VV stays smooth on a neighborhood of any optimal trajectory starting at a point where the proximal subdifferential is nonempty. This leads to sufficient conditions for the regularity of optimal trajectories and optimal controls.

Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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