We consider an optimal control problem of Mayer type and prove that, under suitable conditions on the system, the value function is differentiable along optimal trajectories, except possibly at the endpoints. We provide counterexamples to show that this property may fail to hold if some of our conditions are violated. We then apply our regularity result to derive optimality conditions for the trajectories of the system.
Sinestrari, C. (2004). Regularity along optimal trajectories of the value function of a Mayer problem. ESAIM. COCV(10), 666-676 [10.1051/cocv:2004026].
Regularity along optimal trajectories of the value function of a Mayer problem
SINESTRARI, CARLO
2004-01-01
Abstract
We consider an optimal control problem of Mayer type and prove that, under suitable conditions on the system, the value function is differentiable along optimal trajectories, except possibly at the endpoints. We provide counterexamples to show that this property may fail to hold if some of our conditions are violated. We then apply our regularity result to derive optimality conditions for the trajectories of the system.File in questo prodotto:
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