Lipschitz continuity and local semiconcavity for exit time problems with state constraints

AbstractIn the classical time optimal control problem, it is well known that the so-called Petrov condition is necessary and sufficient for the minimum time function to be locally Lipschitz continuous. In this paper, the same regularity result is obtained in the presence of nonsmooth state constraints. Moreover, for a special class of control systems we obtain a local semiconcavity result for the constrained minimum time function