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

Modern Birkhäuser Classics

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

Italo Capuzzo-Dolcetta, Martino Bardi

570 pages paperback

1 edition

nonfiction mathematics challenging informative medium-paced
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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 gam...

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