Accepted Paper

Inserted: 11 mar 2024
Last Updated: 18 apr 2025

Journal: Bull. Lond. Math. Soc
Year: 2025

Abstract:

In this note we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of $C^{1,1}_{loc}$ solutions to first order Hamilton--Jacobi--Bellman equations.