Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
Author(s)
Bibliographic Information
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
（Modern Birkhäuser classics）
Birkhäuser, c2008
Available at 16 libraries
Note
"Reprint of the 1997 edition"
"Originally published in the series Systems & Control: Foundations & Applications"--T.p. verso
Includes bibliographical references (p. [533]-564) and index
Description and Table of Contents
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.
Table of Contents
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
by "Nielsen BookData"