Special Session 20: Control and Optimization: new developments and applications

On the structure of the value function of optimal exit time problems

Tien Khai Nguyen
North Carolina State University
USA
Co-Author(s):    Piermarco Cannarsa and Marco Mazzola
Abstract:
Consider an optimal exit time problem with general running and terminal costs, and a target having an inner ball property for a nonlinear control system that satisfies mild controllability assumptions. In particular, the Petrov's condition at the boundary at the target is not required and the value function fails to be locally Lipschitz. In this talk, we shall establish a representation formula of proximal (horizontal) supergradients of the value function and derive its regularity properties.