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- W1569018589 abstract "In this survey we analy ze the possibility of obtain ing information on regularity and irregularity properties of the value functions of some optimal control problems from their more precise description as marginal functions of finite-dimensional type, in terms of certain generali zed characteristic flows which, in tum, may be constructed using either necessary optimality conditions (PMP-Pontryagin's Minimum Principle) , whenever appli ca ble, or suitable extensions of Cauchy's Method of Characteristics for the associated Hamilton-Jacobi-Bellman equation. This type of representation, which may be justified either by the appli cation of PMP combined with existence theorems or by the applic ation of a suitable verification theorem of Dynamic Program ming type, not only facilitates numerical computation of the value function but also may allow identification of its discontinuity points, non-differentiability points, propagation of singul arities, etc.; this approach is illustrated with three significant examples from classical Calculus of Variations." @default.
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- W1569018589 date "2002-01-01" @default.
- W1569018589 modified "2023-10-18" @default.
- W1569018589 title "Finite-dimensional representations of the value functions of some optimal control problems" @default.
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