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4 produkter
4 produkter
1 473 kr
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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.
634 kr
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Del 1119 - Lecture Notes in Mathematics
Recent Mathematical Methods in Dynamic Programming
Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
Häftad, Engelska, 1985
388 kr
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Del 1660 - Lecture Notes in Mathematics
Viscosity Solutions and Applications
Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June, 12 - 20, 1995
Häftad, Engelska, 1997
536 kr
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This volume comprises five extended surveys on the theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, and stochastic processes.