Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations |
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| Author:
| Bardi, Martino
Capuzzo-Dolcetta, Italo |
| Series title: | Modern Birkhäuser Classics Ser. |
| ISBN: | 978-0-8176-4754-4 |
| Publication Date: | Jan 2008 |
| Publisher: | Birkhäuser Boston
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| Imprint: | Birkhäuser |
| Book Format: | Paperback |
| List Price: | USD $159.99 |
Book Description:
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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.
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.