Abstract
We begin now the analysis of some optimization problems where the results about semiconcave functions and their singularities can be applied. In this chapter we consider what Fleming and Rishel [80] call “the simplest problem in the calculus of variations,” a case where the dynamic programming approach is particularly powerful, and which will serve as a guideline for the analysis of optimal control problems in the following.
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Bibliographical notes
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© 2004 Birkhäuser Boston
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(2004). Calculus of Variations. In: Semiconcave Functions, Hamilton—Jacobi Equations, and Optimal Control. Progress in Nonlinear Differential Equations and Their Applications, vol 58. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4413-X_6
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DOI: https://doi.org/10.1007/0-8176-4413-X_6
Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-4336-2
Online ISBN: 978-0-8176-4413-0
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