Zur lokalen Lipschitzstetigkeit der Bellmanschen Funktion für Steuerprobleme mit linearen Zustandsgleichungen

Abstract

It is shown, that for qualitative control problems with linear state equations (without convexity assumptions on cost function or control domain) Bellman’s function is locally lipschitz continuous in the interior of the reachable set. An example of this type is given with non-continuous Bellman’s function on the boundary.