Title: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Publisher: Birkh�user
Publication Date: 2013
Language: English
ISBN 10: 1489902600
ISBN 13: 9781489902603
Binding: Soft cover
Condition: New

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Synopsis

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

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