书目名称 | Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations |
编辑 | Martino Bardi,Italo Capuzzo-Dolcetta |
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概述 | An affordable new softcover edition of a bestselling text.Replete with exercises.Comprehensive bibliography contains over 530 references.For a broad audience of graduate students and researchers in ma |
丛书名称 | Modern Birkhäuser Classics |
图书封面 |  |
描述 | The 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 differential games. The theory of viscosity solutions, initiated in the early 80‘s by the papers of M.G. Crandall and P.L. Lions [CL81, CL83], M.G. Crandall, L.C. Evans and P.L. Lions [CEL84] and P.L. Lions‘ influential monograph [L82], provides an - tremely convenient PDE framework for dealing with the lack of smoothness of the value functions arising in dynamic optimization problems. The leading theme of this book is a description of the implementation of the viscosity solutions approach to a number of significant model problems in op- real deterministic control and differential games. We have tried to emphasize the advantages offered by this approach in establishing the well-posedness of the c- responding Hamilton-Jacobi equations and to point out its role (when combined with various techniques from optimal control theory and nonsmooth analysis) in the important issue of feedback synthesis. |
出版日期 | Book 1997 |
关键词 | Hamilton--Jacobi--Bellman; Nonlinear system; deterministic linear systems; differential games; equation; |
版次 | 1 |
doi | https://doi.org/10.1007/978-0-8176-4755-1 |
isbn_softcover | 978-0-8176-4754-4 |
isbn_ebook | 978-0-8176-4755-1Series ISSN 2197-1803 Series E-ISSN 2197-1811 |
issn_series | 2197-1803 |
copyright | Springer Science+Business Media New York 1997 |