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Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

✍ Scribed by Cannarsa P., Sinestrari C.

Book ID
127397496
Year
2004
Tongue
English
Weight
445 KB
Edition
book draft
Category
Library

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✦ Synopsis

This text details the theory of semiconcave functions and describes the role they play in optimal control and Hamilton-Jacobi equations. Part I covers the general theory, summarizing and illustrating key results with significant examples. Part II is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for nonlinear control systems. Singularities are also studied for general semiconcave functions, then sharply estimated for solutions of Hamilton-Jacobi equations, and finally analyzed in connection with optimal trajectories of control systems. State-of-the-art reference for researchers in optimal control, the calculus of variations, and PDEs, as well as a good introduction for graduate students to modern dynamic programming for nonlinear control systems.

📜 SIMILAR VOLUMES

Semiconcave functions, Hamilton-Jacobi e
Semiconcave functions, Hamilton-Jacobi equations, and optimal control
✍ Piermarco Cannarsa, Carlo Sinestrari 📂 Library 📅 2004 🏛 Birkhäuser Boston 🌐 English ⚖ 1 MB

Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This text is the first comprehensive exposition of the theory of semiconcave functions, and of the role they play in optimal control

Semiconcave Functions, Hamilton—Jacobi E
Semiconcave Functions, Hamilton—Jacobi Equations, and Optimal Control
✍ Piermarco Cannarsa, Carlo Sinestrari (auth.) 📂 Library 📅 2004 🏛 Birkhäuser 🌐 English ⚖ 2 MB

Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This text is the first comprehensive exposition of the theory of semiconcave functions, and of the role they play in optimal control