全球智库信息集成服务系统(G2TT): Convexity and Duality in Hamilton-Jacobi Theory.

G2TT

来源类型	Monograph (IIASA Interim Report)
规范类型	报告
	Convexity and Duality in Hamilton-Jacobi Theory.
	Rockafellar RT; Wolenski PR
发表日期	1998
出版者	IIASA, Laxenburg, Austria: IR-98-057
出版年	1998
语种	英语
摘要	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.
主题	Dynamic Systems (DYN)
URL	http://pure.iiasa.ac.at/id/eprint/5592/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124808
推荐引用方式 GB/T 7714	Rockafellar RT,Wolenski PR. Convexity and Duality in Hamilton-Jacobi Theory.. 1998.