Download or read book Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control written by Piermarco Cannarsa and published by Springer Science & Business Media. This book was released on 2007-12-31 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This text is the first comprehensive exposition of the theory of semiconcave functions, and of the role they play in optimal control and Hamilton-Jacobi equations. The first part covers the general theory, encompassing all key results and illustrating them with significant examples. The latter part is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for nonlinear control systems. The exposition is essentially self-contained since the book includes all prerequisites from convex analysis, nonsmooth analysis, and viscosity solutions.