Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations.
Material type:
- text
- computer
- online resource
- 9780817647551
- 515/.64
- Q295
Intro -- Modern Birkhäuser Classics -- Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations -- Copyright -- Contents -- Preface -- Basic notations -- CHAPTER I Outline of the main ideas on a model problem -- CHAPTER II Continuous viscosity solutions of Hamilton-Jacobi equations -- CHAPTER III Optimal control problems with continuous value functions: unrestricted state space -- CHAPTER IV Optimal control problems with continuous value functions: restricted state space -- CHAPTER V Discontinuous viscosity solutions and applications -- CHAPTER VI Approximation and perturbation problems -- CHAPTER VII Asymptotic problems -- CHAPTER VIII Differential Games -- APPENDIX A Numerical Solution of Dynamic Programming Equations -- APPENDIX B Nonlinear H∞ control -- Bibliography -- Index.
This softcover 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.
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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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