Convexity in Hamilton--Jacobi Theory II: Envelope Representations

DOI10.1137/S0363012998345378zbMath0998.49019OpenAlexW2076323119MaRDI QIDQ2706154

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/s0363012998345378

zbMATH Keywords

optimal controlHamilton-Jacobi equationsviscosity solutionsfundamental kernelsconvex value functionsdualizing kernelsenvelope formulasHopf-Lax formulas

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)

Related Items (12)

Further results on subgradients of the value function to a parametric optimal control problem ⋮ Subgradients of the value function in a parametric convex optimal control problem ⋮ Second-order sufficient optimality conditions for an optimal control problem with mixed constraints ⋮ Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations ⋮ Optimal strategies in linear multisector models: Value function and optimality conditions ⋮ Subgradients of the value function to a parametric optimal control problem ⋮ Control design for autonomous vehicles: a dynamic optimization perspective ⋮ Second-order necessary optimality conditions for an optimal control problem ⋮ Differential stability of a class of convex optimal control problems ⋮ A Characteristic Method for Fully Convex Bolza Problems over Arcs of Bounded Variation ⋮ Dynamic and stochastic propagation of the Brenier optimal mass transport ⋮ Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations

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