Nonconvex duality in optimal control

We derive a representation of the minimum cost of an optimal control problem in terms of the upper envelope of generalized semisolutions of the Hamilton--Jacobi equation.

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Bibliographic Details
Published inSIAM journal on control and optimization Vol. 43; no. 6; pp. 2036 - 2048
Main Authors CLARKE, F. H, NOUR, C
Format Journal Article
LanguageEnglish
Published Philadelphia, PA Society for Industrial and Applied Mathematics 2005
Subjects
Applied sciences
Approximation
Computer science; control theory; systems
Control system synthesis
Control theory. Systems
Exact sciences and technology
Hypotheses
Inequality
Mathematical programming
Operational research and scientific management
Operational research. Management science
Viscosity
Proximal
proximal analysis
Hamilton-Jacobi equations
duality
Cost control
Nonsmooth analysis
nonsmooth analysis 49J24
Hamilton Jacobi equation
49J52
Optimal control
Viscosity solution
viscosity solutions
49L25
Non convex analysis
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Summary:We derive a representation of the minimum cost of an optimal control problem in terms of the upper envelope of generalized semisolutions of the Hamilton--Jacobi equation.
ISSN:0363-0129
1095-7138
DOI:10.1137/S0363012903429554