Functional analysis, calculus of variations and optimal control
[Book]
/ Francis Clarke
London
: Springer,
, c2013.
xiv, 591 p. , ill. (some col.) , 24 cm.
(Graduate texts in mathematics
; 264)
Electronic
Includes bibliographical references (p. 583-584) and index.
"Functional analysis owes much of its early impetus to problems that arise in the calculus of variations. In turn, the methods developed there have been applied to optimal control, an area that also requires new tools, such as nonsmooth analysis. This self-contained textbook gives a complete course on all these topics. It is written by a leading specialist who is also a noted expositor. This book provides a thorough introduction to functional analysis and includes many novel elements as well as the standard topics ... a short course on nonsmooth analysis and geometry completes the first half of the book whilst the second half concerns the calculus of variations and optimal control"--P. [4] of cover.
Normed spaces --Convex sets and functions --Weak topologies --Convex analysis --Banach spaces --Lebesgue spaces --Hilbert spaces --Additional exercises for Part I --Optimization and multipliers --Generalized gradients --Proximal analysis --Invariance and monotonicity --Additional exercises for Part II --The classical theory --Nonsmooth extremals --Absolutely continuous solutions --The multiplier rule --Nonsmooth Lagrangians --Hamilton-Jacobi methods --Multiple integrals --Additional exercises for Part III --Necessary conditions --Existence and regularity --Inductive methods --Differential inclusions --Additional exercises for Part IV.