Semiconcavity results for optimal control problems admitting no singular minimizing controls

Ludovic Rifford (1) , Piermarco Cannarsa (2)

1 JAD - Laboratoire Jean Alexandre Dieudonné
2 DIPMAT - Dipartimento di Matematica [Roma II]

Semiconcavity results have generally been obtained for optimal control problems in absence of state constraints. In this paper, we prove the semiconcavity of the value function of an optimal control problem with end-point constraints for which all minimizing controls are supposed to be nonsingular.

Domaines: Optimisation et contrôle [math.OC]

Ludovic Rifford, Piermarco Cannarsa. Semiconcavity results for optimal control problems admitting no singular minimizing controls. Annales de l'Institut Henri Poincaré C, Analyse non linéaire, 2008, 25 (4), pp.773-802. ⟨hal-00862030⟩