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Jensen's inequality for the lower semicontinuous quasiconvex envelope and relaxation of multidimensional control problems |
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| Authors: | Marcus Wagner |
| Institution: | Brandenburg University of Technology, Cottbus, Department of Mathematics, PO Box 10 13 44, 03013 Cottbus, Germany |
| Abstract: | Assume that K⊂Rnm is a convex body with o∈int(K) and  is a function with f|K∈C0(K,R) and f|(Rnm?K)≡+∞. We show that its lower semicontinuous quasiconvex envelope |
| Keywords: | Lower semicontinuous quasiconvex envelope Jensen's inequality Probability measure Optimal control Relaxed problem Minimal value |
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