Convexity in Hamilton--Jacobi Theory II: Envelope Representations
From MaRDI portal
Publication:2706154
DOI10.1137/S0363012998345378zbMath0998.49019OpenAlexW2076323119MaRDI QIDQ2706154
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/s0363012998345378
optimal controlHamilton-Jacobi equationsviscosity solutionsfundamental kernelsconvex value functionsdualizing kernelsenvelope formulasHopf-Lax formulas
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
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, Second-order sufficient optimality conditions for an optimal control problem with mixed constraints, Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations, Optimal strategies in linear multisector models: Value function and optimality conditions, Subgradients of the value function to a parametric optimal control problem, Control design for autonomous vehicles: a dynamic optimization perspective, Second-order necessary optimality conditions for an optimal control problem, Differential stability of a class of convex optimal control problems, 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
