Hamilton-Jacobi-Bellman Equations: Numerical Methods and Applications in Optimal Control Contributor(s): Kalise, Dante (Editor), Kunisch, Karl (Editor), Rao, Zhiping (Editor) |
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ISBN: 3110542633 ISBN-13: 9783110542639 Publisher: de Gruyter OUR PRICE: $167.19 Product Type: Hardcover - Other Formats Published: August 2018 |
Additional Information |
BISAC Categories: - Mathematics | Numerical Analysis - Mathematics | Differential Equations - Partial - Mathematics | Optimization |
Series: Radon Series on Computational and Applied Mathematics |
Physical Information: 0.5" H x 6.69" W x 9.61" (1.19 lbs) 209 pages |
Descriptions, Reviews, Etc. |
Publisher Description: Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application of dynamic programming techniques leads to the solution of fully nonlinear Hamilton-Jacobi-Bellman equations. This book presents the state of the art in the numerical approximation of Hamilton-Jacobi-Bellman equations, including post-processing of Galerkin methods, high-order methods, boundary treatment in semi-Lagrangian schemes, reduced basis methods, comparison principles for viscosity solutions, max-plus methods, and the numerical approximation of Monge-Amp re equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations. Contents |