Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

1. Auflage 1997. 2. printing 2008. Softcover Nachdruck of the original 1. Auflage 1997
ISBN: 978-0-8176-4754-4
Verlag: Birkhäuser Boston

Buch, Englisch, 574 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1830 g

Reihe: Modern Birkhäuser Classics

This book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. This is an affordable new softcover edition of a bestselling text replete with exercises. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.

Zielgruppe

Research

Autoren/Hrsg.

Capuzzo-Dolcetta, Italo

Bardi, Martino

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Variationsrechnung
• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Operations Research Spieltheorie
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

Outline of the main ideas on a model problem.- Continuous viscosity solutions of Hamilton-Jacobi equations.- Optimal control problems with continuous value functions: unrestricted state space.- Optimal control problems with continuous value functions: restricted state space.- Discontinuous viscosity solutions and applications.- Approximation and perturbation problems.- Asymptotic problems.- Differential Games.