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Hamilton-Jacobi-Bellman Equations

Numerical Methods and Applications in Optimal Control

Ed. by Kalise, Dante / Kunisch, Karl / Rao, Zhiping

With contrib. by Akian, Marianne / Blechschmidt, Jan / Botkin, Nikolai D. / Jensen, Max / Kröner, Axel / Picarelli, Athena / Smears, Iain / Urban, Karsten / Chekroun, Mickaël D. / Herzog, Roland / Kalmykov, Ilja / Diepolder, Johannes / Fodjo, Eric / Liu, Honghu / Reisinger, Christoph / Rotaetxe Arto, Julen / Steck, Sebastian / Turova, Varvara L.

Series:Radon Series on Computational and Applied Mathematics 21

    119,95 € / $137.99 / £109.00*

    eBook (EPUB)
    Publication Date:
    2018
    To be published:
    August 2018
    ISBN
    978-3-11-054271-4
    See all formats and pricing

    Overview

    • A collection of original survey articles on the numerics of Hamilton-Jacobi-Bellman equations.
    • Presents a variety of numerical and computational techniques.
    • Of interest to applied mathematicians as well as to engineers and applied scientists.

    Aims and Scope

    Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, dynamic programming requires the solution of fully nonlinear Hamilton-Jacobi-Bellman equations. This book presents the state of the art in the numerics of such problems using finite elements, semi-Lagrangian schemes, sparse grid and high-dimensional approximation, and model reduction techniques.

    Details

    Approx. xii, 350 pages
    Language:
    English
    Type of Publication:
    Monograph
    Keyword(s):

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