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Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

by Piermarco Cannarsa

2021-01-01 14:18:08

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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 functi... Read more

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 and Hamilton-Jacobi equations.

The first part covers the general theory, encompassing all key results and illustrating them with significant examples. The latter part is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for nonlinear control systems. The exposition is essentially self-contained since the book includes all prerequisites from convex analysis, nonsmooth analysis, and viscosity solutions.

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Book Details

File size9.25 X 6.1 X 0 in
Print pages304
PublisherSpringer-Verlag/Sci-Tech/Trade
Publication date March 22, 2004
LanguageEnglish
ISBN9780817640842
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Piermarco Cannarsa
Author
...

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