Tools
Tools
Rockafellar, R.T. & Wolenski, P.R. (1998). Convexity and Duality in Hamilton-Jacobi Theory. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-98-057
Preview |
Text
IR-98-057.pdf Download (293kB) | Preview |
Abstract
Value functions propagated from initial or terminal costs and constraints by way of a differential or more broadly through a Lagrangian that may take on "alpha," are studied in the case where convexity persists in the state argument. Such value functions, themselves taking on "alpha," are shown to satisfy a subgradient form of the Hamilton-Jacobi equation which strongly supports properties of local Lipschitz continuity, semidifferentibility and Clarke regularity. An extended `method of characteristics' is developed which determines them from Hamiltonian dynamics underlying the given Lagrangian. Close relations with a dual value function are revealed.
| Item Type: | Monograph (IIASA Interim Report) |
|---|---|
| Research Programs: | Dynamic Systems (DYN) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 02:10 |
| Last Modified: | 27 Aug 2021 17:16 |
| URI: | https://pure.iiasa.ac.at/5592 |
Actions (login required)
 |
View Item |