English, Article, Journal or magazine article edition: Convexity and Duality in Hamilton-Jacobi Theory. R.T. Rockafellar; P.R. Wolenski

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Bookmark: http://trove.nla.gov.au/version/138687
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Convexity and Duality in Hamilton-Jacobi Theory.
Author
  • R.T. Rockafellar
  • P.R. Wolenski
Physical Description
  • preprint
Notes
  • 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.
  • RePEc:wop:iasawp:ir98057
Language
  • English
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