Convexity in Hamilton--Jacobi Theory I: Dynamics and Duality

DOI10.1137/S0363012998345366zbMath0998.49018OpenAlexW2041150209MaRDI QIDQ2706153

Peter R. Wolenski, R. Tyrrell Rockafellar

Publication date: 19 March 2001

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012998345366

zbMATH Keywords

optimal controlviscosity solutionsvariational analysisnonsmooth Hamiltonian dynamicsconvex value functionsdual value functionsextended method of characteristicsgeneralized problems of Bolzasubgradient Hamilton-Jacobi equations

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Duality theory (optimization) (49N15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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