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)

Related Items

Duality problems with second-order polyhedral discrete and differential inclusions, 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, What is a Lipschitzian manifold?, Second-order sufficient optimality conditions for an optimal control problem with mixed constraints, Optimal control for pointwise asymptotic stability in a hybrid control system, On duality in second-order discrete and differential inclusions with delay, Relationship between the maximum principle and dynamic programming for minimax problems, An initial condition reconstruction in Hamilton-Jacobi equations, Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations, On duality in optimal control problems with second-order differential inclusions and initial-point constraints, A variational approach to Lagrange multipliers, Optimal strategies in linear multisector models: Value function and optimality conditions, Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations, Softness, sleekness and regularity properties in nonsmooth analysis, Subgradients of the value function to a parametric optimal control problem, Control design for autonomous vehicles: a dynamic optimization perspective, Subgradients of value functions in parametric dynamic programming, Second-order necessary optimality conditions for an optimal control problem, Differential stability of a class of convex optimal control problems, Infimal convolution and duality in problems with third-order discrete and differential inclusions, Infimal convolution and duality in convex optimal control problems with second order evolution differential inclusions, 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