Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

Name: Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control
SKU: 2427967
Price: 272.99 AUD
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Hardback

Series:

Progress in Nonlinear Differential Equations and Their Applications

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Description

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.

Release date Australia

March 22nd, 2004

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Tertiary Education (US: College)
Undergraduate

Illustrations

XIV, 304 p.

Pages

304

Series

Progress in Nonlinear Differential Equations and Their Applications

Dimensions

155x235x19

ISBN-13

9780817640842

Product ID

2427967

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