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math.OC2014
Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
Piermarco Cannarsa, Hélène Frankowska, Teresa Scarinci
This paper investigates the value function, , of a Mayer optimal control problem with the state equation given by a differential inclusion. First, we obtain an invariance proper…
math.OC2014
Sensitivity relations for the Mayer problem with differential inclusions
Piermarco Cannarsa, Helene Frankowska, Teresa Scarinci
In optimal control,sensitivity relations are usually understood as inclusions that identify the pair formed by the dual arc and the Hamiltonian, evaluated along the associated mini…