ENGLISH

Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

By Cannarsa P. , Sinestrari C.

Book information

Year
2004
Language
english
Format
GZ
Filesize
445 kB (455861 bytes)
Edition
book draft
Pages
193\193
Library
Kolxo3
Time added
2009-07-20 03:45:11

Description

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.

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