Abstract
In this chapter and in the following one we describe the dynamic programming approach to control problems, focusing our attention on the role played by the semiconcavity property and the structure of the singularities of the value function. The theory of optimal control is very broad and has a large variety of applications; we do not aim to give an exhaustive treatment of the subject, but we choose some model problems and develop the theory in these cases.
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(2004). Optimal Control Problems. In: Semiconcave Functions, Hamilton—Jacobi Equations, and Optimal Control. Progress in Nonlinear Differential Equations and Their Applications, vol 58. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4413-X_7
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DOI: https://doi.org/10.1007/0-8176-4413-X_7
Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-4336-2
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