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Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control
Paperback
Series: Progress in Nonlinear Differential Equations and Their Appli, Book 58
ISBN13: 9780817643362
Publisher: Springer Nature
Published: Sep 14 2004
Pages: 304
Weight: 1.01
Height: 0.63 Width: 6.24 Depth: 9.20
Language: English
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 volume details 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.
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