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

Cover

Table of Contents:
  • 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
  • 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.