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.
- 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.