Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control (Progress in Nonlinear Differential Equations and Their Applications, 58, Band 58) - Hardcover

Cannarsa, Piermarco; Sinestrari, Carlo

Hardcover

ISBN 10: 0817640843 ISBN 13: 9780817640842

Verlag: Birkhäuser, 2004

Inhaltsangabe

Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This text is the first comprehensive exposition of the theory of semiconcave functions, and of the role they play in optimal control and Hamilton-Jacobi equations.

The first part covers the general theory, encompassing all key results and illustrating them with significant examples. The latter part is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for nonlinear control systems. The exposition is essentially self-contained since the book includes all prerequisites from convex analysis, nonsmooth analysis, and viscosity solutions.

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Über die Autorin bzw. den Autor

Prof. Piermarco Cannarsa, Full professor in Mathematical Analysis, Dept. of Mathematics, Università degli Studi di Roma "Tor Vergata", via della Ricerca Scientifica 1, 00133 Roma, Italy and Italian coordinator of the European Research Group (GDRE) on "Control of Partial Differential Equations" (CONEDP) issued by CNRS, INdAM and Universite' de Provence. Prof. Teresa D'Aprile, Dept. of Mathematics, Università degli Studi di Roma "Tor Vergata", via della Ricerca Scientifica 1, 00133 Roma, Italy

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Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This text is the first comprehensive exposition of the theory of semiconcave functions, and of the role they play in optimal control and Hamilton–Jacobi equations.

The first part covers the general theory, encompassing all key results and illustrating them with significant examples. The latter part is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for nonlinear control systems. The exposition is essentially self-contained since the book includes all prerequisites from convex analysis, nonsmooth analysis, and viscosity solutions.

A central role in the present work is reserved for the study of singularities. Singularities are first investigated for general semiconcave functions, then sharply estimated for solutions of Hamilton–Jacobi equations, and finally analyzed in connection with optimal trajectories of control systems.

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. Graduate students will profit from this text as it provides a handy―yet rigorous―introduction to modern dynamic programming for nonlinear control systems.

Details zur Ausgabe

• Verlag: Birkhäuser
• Erscheinungsdatum: 2004
• Sprache: Englisch
• ISBN 10: 0817640843
• ISBN 13: 9780817640842
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 318
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