Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control
Publication year: 2004
ISBN: 978-0-8176-4413-0
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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.
Subject: Mathematics and Statistics, cal. Variation, geometric measure theory, optimal control, calculus, convex analysis, dynamic programming, equation, function, functions, Jacobi, measure theory, model, Natural, programming, time
