Semiconcave functions, Hamilton-Jacobi equations, and optimal control

Free Download

Authors:

Edition: 1

Series: Progress in Nonlinear Differential Equations and Their Applications

ISBN: 9780817643362, 0817643362

Size: 1 MB (1306802 bytes)

Pages: 311/311

File format:

Language:

Publishing Year:

Category:

Piermarco Cannarsa, Carlo Sinestrari9780817643362, 0817643362

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 theĀ 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.

Reviews

There are no reviews yet.

Be the first to review “Semiconcave functions, Hamilton-Jacobi equations, and optimal control”
Shopping Cart
Scroll to Top