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Envelope representations in Hamilton-Jacobi theory for fully convex problems of control
Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)
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This paper is a sequel to the one in this same session which surveys recent results on the role of convexity in Hamilton-Jacobi theory. We describe here 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 dualizing kernel, which is a value function in its own right with many surprising and attractive properties.
doi:10.1109/cdc.2001.980692
fatcat:xji6fv7sbnb6jlqdmwg36visva