Convexity and Duality in Hamilton-Jacobi Theory

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4490 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4490 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/4490 archive 351 disk0/00/00/55/92 2016-01-15 02:10:17 2021-08-27 17:16:27 2016-01-15 02:10:17 monograph show 2 Rockafellar R.T. AL0338 Wolenski P.R. AL1384 Convexity and Duality in Hamilton-Jacobi Theory pub iis_met iis_sys prog_dyn 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. 1998-08 published IR-98-057 IR-98-057 2336 2523 public interim_report IIASA, Laxenburg, Austria 27 FALSE info:eu-repo/semantics/book