Title :
Duality and dynamics in Hamilton-Jacobi theory for fully convex problems of control
Author :
Rockafellar, R. Tyrrell ; Wolenski, Peter R.
Abstract :
This paper describes some recent results in Hamilton-Jacobi theory that hold under strong convexity assumptions on the data. Generalizations of linear-quadratic control models, for example, satisfy such assumptions. The results include a global method of characteristics and a strong duality theory
Keywords :
duality (mathematics); dynamics; linear quadratic control; Hamilton-Jacobi theory; duality theory; dynamics; fully convex problems; global method; linear-quadratic control; Calculus; Constraint theory; Cost function; Differential equations; Erbium; Feedback; Functional analysis; Jacobian matrices; Optimal control; Optimization methods;
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/.2001.980691
