Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control

被引：20

作者：

Rockafellar, RT ^{[1
]}

机构：

[1] Univ Washington, Dept Math, Seattle, WA 98195 USA

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2004年 / 28卷 / 3-4期

关键词：

Bolza problems; calculus of variations; convex analysis; cost-to-go; nonsmooth analysis; optimal control; value functions; variational analysis; Hamilton-Jacobi theory;

D O I：

10.1023/B:JOGO.0000026459.51919.0e

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

For optimal control problems satisfying convexity conditions in the state as well as the velocity, the optimal value is studied as a function of the time horizon and other parameters. Conditions are identified in which this optimal value function is locally Lipschitz continuous and semidifferentiable, or even differentiable. The Hamilton-Jacobi theory for such control problems provides the framework in which the results are obtained.

引用

页码：419 / 431

页数：13

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