Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations by Martino Bardi, Italo Capuzzo-Dolcetta

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

Modern Birkhäuser Classics

Martino Bardi, Italo Capuzzo-Dolcetta

570 pages missing pub info (editions)

nonfiction mathematics challenging informative medium-paced
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Description

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 gam...

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