Continuity of the Value Function in Sparse Optimal Control

Abstract

We prove the continuity of the value function of the sparse optimal control problem. The sparse optimal control is a control whose support is minimum among all admissible controls. Under the normality assumption, it is known that a sparse optimal control is given by L^1 optimal control. Furthermore, the value function of the sparse optimal control problem is identical with that of the L1-optimal control problem. From these properties, we prove the continuity of the value function of the sparse optimal control problem by verifying that of the L1-optimal control problem.