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Applied Mathematics

LSU Doctoral Dissertations

Theses/Dissertations

2012

Hamilton-Jacobi equation

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Subgradient Formulas For Optimal Control Problems With Constant Dynamics, Lingyan Huang Jan 2012

Subgradient Formulas For Optimal Control Problems With Constant Dynamics, Lingyan Huang

LSU Doctoral Dissertations

In this thesis our fi_x000C_rst concern is the study of the minimal time function corresponding to control problems with constant convex dynamics and closed target sets. Unlike previous work in this area, we do not make any nonempty interior or calmness assumptions and the minimal time functions is generally non-Lipschitzian. We show that the Proximal and Fréchet subgradients of the minimal time function are computed in terms of normal vectors to level sets. And we also computed the subgradients of the minimal time function in terms of the F-projection. Secondly, we consider the value function for Bolza Problem in optimal …