警告
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2197-1803a broad audience of graduate students and researchers in maThe purpose of the present book is to offer an up-to-date account of the theory of viscosity solutions of first order partial differential equations of Hamilton-Jacobi type and its applications to optimal deterministic control and different
伦理学
发表于 2025-3-27 01:48:43
Optimal control problems with continuous value functions: unrestricted state space,Dynamic Programming Principle and derive from it the appropriate Hamilton-Jacobi-Bellman equation for the value function. This allows us to apply the theory of Chapter II, and some extensions of it, to prove that the value function can in fact be characterized as the unique viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation.
overbearing
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Book 1997f Hamilton-Jacobi type and its applications to optimal deterministic control and differential games. The theory of viscosity solutions, initiated in the early 80‘s by the papers of M.G. Crandall and P.L. Lions , M.G. Crandall, L.C. Evans and P.L. Lions and P.L. Lions‘ influential
ALTER
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Hypopnea
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Discontinuous viscosity solutions and applications,mi-limits, that we call weak limits in the viscosity sense, which are semicontinuous sub- or supersolutions. These weak limits are used extensively in Chapters VI and VII to study the convergence of approximation schemes and several asymptotic limits, even for control problems where the value function is continuous.
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