Title :
Envelope representations in Hamilton-Jacobi theory for fully convex problems of control
Author :
Rockafellar, R. Tyrrell ; Wolenski, Peter R.
Abstract :
We describe how value functions in optimal control can be represented as upper and lower envelopes involving so-called kernel functions. Particularly noteworthy is a lower envelope formula given in terms of the duality kernel, which is a value function in its own right with many surprising and attractive properties
Keywords :
duality (mathematics); optimal control; optimisation; Hamilton-Jacobi theory; duality; envelope representations; fully convex problems; kernel functions; lower envelope; optimal control; upper envelope; Boundary conditions; Convolution; Cost function; Differential equations; Green´s function methods; Kernel; Optimal control;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980692