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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!