Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control di Piermarco Cannarsa, Carlo Sinestrari edito da Birkhäuser Boston
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Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

EAN:

9780817640842

ISBN:

0817640843

Pagine:
324
Formato:
Hardback
Lingua:
Inglese
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Descrizione Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

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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