Convex Formulations of Data Assimilation Problems for a Class of Hamilton–Jacobi Equations

Abstract: 

Extending and improving some recent results of Hantoute, López, and Zălinescu and others, we provide characterization conditions for subdifferential formulas to hold for the supremum function of a family of convex functions on a real locally convex space.

Author: 
Claudel, Christian G.
Bayen, Alexandre M.
Publication date: 
January 1, 2011
Publication type: 
Journal Article
Citation: 
Claudel, C. G., & Bayen, A. M. (2011). Convex Formulations of Data Assimilation Problems for a Class of Hamilton–Jacobi Equations. SIAM Journal on Control and Optimization, 49(2), 383–402. https://doi.org/10.1137/090778754