Semiconcave Functions and Optimal Control

English

Series: Progress in Nonlinear Differential Equations and Their Applications Ser.

Volume: Vol. 58

ISBN: 0817640843

EAN: 9780817640842

Category: Mathematics / Functional Analysis

Publisher: Birkhauser Boston

Release Date: 11/30/2002

Synopsis: This text details the theory of semiconcave functions and describes the role they play in optimal control and HamiltonJacobi equations. Part I covers the general theory, summarizing and illustrating key results with significant examples. Part II is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for nonlinear control systems. Singularities are also studied for general semiconcave functions, then sharply estimated for solutions of HamiltonJacobi equations, and finally analyzed in connection with optimal trajectories of control systems. State-of-the-art reference for researchers in optimal control, the calculus of variations, and PDEs, as well as a good introduction for graduate students to modern dynamic programming for nonlinear control systems.

Excerpt: Unknown Property Excerpt

Semiconcave Functions and Optimal Control

Illustrated: No

Format: Hardcover

Width: 6.1 inches

Length: 9.25 inches

Weight: 22.29 oz

Pages: XII, 324