caa a22 4500 606194258 CHVBK 20210128100913.0 cr unu---uuuuu 210128e20150801xx s 000 0 eng 10.1007/s00030-014-0304-z doi (NATIONALLICENCE)springer-10.1007/s00030-014-0304-z Feleqi Ermal Dipartimento di Matematica, Università di Padova, via Trieste, 63, 35121, Padova, Italy aut Generalized semiconcavity of the value function of a jump diffusion optimal control problem [Elektronische Daten] [Ermal Feleqi] Generalized semiconcavity results for the value function of a jump diffusion optimal control problem are established, in the state variable, uniformly in time. Moreover, the semiconcavity modulus of the value function is expressed rather explicitly in terms of the semiconcavity or regularity moduli of the data (Lagrangian, terminal cost, and terms comprising the controlled SDE), at least under appropriate restrictions either on the class of the moduli, or on the SDEs. In particular, if the moduli of the data are of power type, then the semiconcavity modulus of the value function is also of power type. An immediate corollary are analogous regularity properties for (viscosity) solutions of certain integro-differential Hamilton-Jacobi-Bellman equations, which may be represented as value functions of appropriate optimal control problems for jump diffusion processes. Springer Basel, 2014 Generalized semiconcavity nationallicence Value function nationallicence Optimal control nationallicence Partial integro-differential equations nationallicence Hammilton-Jacobi-Bellman equations nationallicence Jump diffusions nationallicence Nonlinear Differential Equations and Applications NoDEA Springer Basel 22/4(2015-08-01), 777-809 1021-9722 22:4<777 2015 22 30 https://doi.org/10.1007/s00030-014-0304-z text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s00030-014-0304-z text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Feleqi Ermal Dipartimento di Matematica, Università di Padova, via Trieste, 63, 35121, Padova, Italy aut NATIONALLICENCE 773 0- Nonlinear Differential Equations and Applications NoDEA Springer Basel 22/4(2015-08-01), 777-809 1021-9722 22:4<777 2015 22 30