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Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This text is the first comprehensive exposition of the theory of semiconcave functions, and of the role they play in optimal control and Hamilton-Jacobi equations.

The first part covers the general theory, encompassing all key results and illustrating them with significant examples. The latter part is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for...

Il testo intende fornire un introduzione alla teoria della misura e all analisi funzionale. E in particolare pensato per i corsi universitari triennali e della laurea Specialistica in Matematica e Ingegneria. L'impostazione della teoria della misura e di tipo astratto, intesa ad arrivare rapidamente al classico teorema di estensione delle funzioni d'insieme sigma-additive, strumento di uso frequentissimo in probabilita. Essa presuppone una qualche conoscenza dell'integrale di Lebesgue in spazi euclidei, anche se la costruzione di quest'ultimo viene richiamata nel testo insieme alle sue...

This book introduces readers to theories that play a crucial role in modern mathematics, such as integration and functional analysis, employing a unifying approach that views these two subjects as being deeply intertwined. This feature is particularly evident in the broad range of problems examined, the solutions of which are often supported by generous hints. If the material is split into two courses, it can be supplemented by additional topics from the third part of the book, such as functions of bounded variation, absolutely continuous functions, and signed measures.

This textbook...

Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This text is the first comprehensive exposition of the theory of semiconcave functions, and of the role they play in optimal control and Hamilton-Jacobi equations.

The first part covers the general theory, encompassing all key results and illustrating them with significant examples. The latter part is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for...