Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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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Bibliographic Details
Main Authors Bardi, Martino, Capuzzo-Dolcetta, Italo
Format eBook Book
LanguageEnglish
Published Boston, MA Birkhäuser 1997
Birkhäuser Boston
Birkhauser
Edition1
SeriesModern Birkhäuser Classics
Subjects
Control theory
Differential equations, partial
Differential games
Mathematical optimization
Mathematics
Mathematics and Statistics
Optimization
Partial Differential Equations
Systems theory
Systems Theory, Control
Viscosity solutions
Online AccessGet full text
ISBN9780817647544
0817647546
9781489902603
1489902600
9780817636401
0817636404
DOI10.1007/978-0-8176-4755-1

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Summary: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.
Bibliography:Includes bibliographical references (p. [533]-564) and index
Reprint of the 1997 edition
"Originally published in the series Systems & Control: Foundations & Applications"--T.p. verso
ISBN:9780817647544
0817647546
9781489902603
1489902600
9780817636401
0817636404
DOI:10.1007/978-0-8176-4755-1