SIAM Journal on Control and Optimization, Vol.43, No.6, 2036-2048, 2005
Nonconvex duality in optimal control
We derive a representation of the minimum cost of an optimal control problem in terms of the upper envelope of generalized semisolutions of the Hamilton-Jacobi equation.
Keywords:optimal control;duality;Hamilton-Jacobi equations;viscosity solutions;proximal analysis;nonsmooth analysis