Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Published on 18. December 1997
Book
Hardback
XVII, 574 pages
978-0-8176-3640-1 (ISBN)
Description
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. 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.
More details
Series
Edition
1990. Corr. 4th Printing ed.
Language
English
Place of publication
MA
United States
Target group
College/higher education
Professional and scholarly
Illustrations
16
16 s/w Abbildungen
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Thickness: 35 mm
Weight
1008 gr
ISBN-13
978-0-8176-3640-1 (9780817636401)
DOI
10.1007/978-0-8176-4755-1
Schweitzer Classification
Other editions
Additional editions
Martino Bardi | Italo Capuzzo-Dolcetta
Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Book
01/2008
Birkhauser Boston Inc
€149.79
Shipment within 15-20 days
Previous edition
Martino Bardi | Italo Capuzzo Dolcetta
Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Book
11/1997
Birkhäuser Verlag GmbH
€106.47
Article exhausted; check for reprint
Content
Preface.- Basic notations.- 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.- Numerical solution of Dynamic Programming.- Nonlinear H-infinity control by Pierpaolo Soravia.- Bibliography.- Index