Semiconcave functions, Hamilton-Jacobi equations, and optimal control (Q704787)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Semiconcave functions, Hamilton-Jacobi equations, and optimal control
scientific article

    Statements

    Semiconcave functions, Hamilton-Jacobi equations, and optimal control (English)
    0 references
    0 references
    0 references
    19 January 2005
    0 references
    This book is the first systematic and comprehensive study of the theory of semiconcave functions. The book consists of 6 Chapters and an Appendix. The Chapter 1 is introductory to the whole text. There is studied a model problem from the calculus variations: this allows to present, in a simple situation, some of the main ideas, that will be developed in the rest of the book. In the Chapters 2, 3 and 4 the theory of semiconcave functions without aiming at specific application is developed. In the Chapters 5,6,7 and 8 the authors discuss contexts in which semiconcavity plays an important role such as Hamilton-Jacobi equation, calculus of variations, optimal control theory. In the Appendix all the needed definitions and most proofs of the basic results are presented. Researchers in optimal control, the calculus of variations, and partial differential equations will find this book useful as a state-of-the-art reference for semiconcave functions.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    semiconcave function
    0 references
    calculus of variations
    0 references
    generalized gradients
    0 references
    Hamilton-Jacobi equation
    0 references
    viscosity solutions
    0 references
    Mayer problem
    0 references
    Bolza problem
    0 references