Abstract
In this paper, time-optimal control problems with closed terminal sets are considered. We give conditions which guarantee the Bellman function to be Hölder and Lipschitz continuous. We then prove that the condition for Lipschitz continuity is also necessary.
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Yue, R. Properties of the Bellman Function in Time-Optimal Control Problems. Journal of Optimization Theory and Applications 94, 155–168 (1997). https://doi.org/10.1023/A:1022615921015
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DOI: https://doi.org/10.1023/A:1022615921015