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Hamilton-Jacobi-Bellman equations : numerical methods and applications in optimal control /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Kalise, Dante (Editor ), Rao, Zhiping, 1986- (Editor ), Kunisch, K. (Karl), 1952- (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin ; Boston : De Gruyter, [2018]
Colección:Radon series on computational and applied mathematics ; 21.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a Hamilton-Jacobi-Bellman equations :  |b numerical methods and applications in optimal control /  |c edited by Dante Kalise, Zhiping Rao, Karl Kunisch. 
264 1 |a Berlin ;  |a Boston :  |b De Gruyter,  |c [2018] 
300 |a 1 online resource (xii, 196 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b n  |2 rdamedia 
338 |a online resource  |b nc  |2 rdacarrier 
490 1 |a Radon series on computational and applied mathematics ;  |v volume 21 
504 |a Includes bibliographical references and index. 
505 0 0 |t Frontmatter --  |t Preface /  |r Kalise, Dante / Kunisch, Karl / Rao, Zhiping --  |t Contents --  |t List Of Contributing Authors --  |t 1. From A Monotone Probabilistic Scheme To A Probabilistic Max-Plus Algorithm For Solving Hamilton-Jacobi-Bellman Equations /  |r Akian, Marianne / Fodjo, Eric --  |t 2. Improving Policies For Hamilton-Jacobi-Bellman Equations By Postprocessing /  |r Blechschmidt, Jan / Herzog, Roland --  |t 3. Viability Approach To Simulation Of An Adaptive Controller /  |r Botkin, Nikolai D. / Diepolder, Johannes / Turova, Varvara L. --  |t 4. Galerkin Approximations For The Optimal Control Of Nonlinear Delay Differential Equations /  |r Chekroun, Mickaël D. / Kröner, Axel / Liu, Honghu --  |t 5. Efficient Higher Order Time Discretization Schemes For Hamilton-Jacobi-Bellman Equations Based On Diagonally Implicit Symplectic Runge-Kutta Methods /  |r Garcke, Jochen / Kalmykov, Ilja --  |t 6. Numerical Solution Of The Simple Monge-Ampère Equation With Nonconvex Dirichlet Data On Nonconvex Domains /  |r Jensen, Max --  |t 7. On The Notion Of Boundary Conditions In Comparison Principles For Viscosity Solutions /  |r Jensen, Max / Smears, Iain --  |t 8. Boundary Mesh Refinement For Semi-Lagrangian Schemes /  |r Picarelli, Athena / Reisinger, Christoph / Arto, Julen Rotaetxe --  |t 9. A Reduced Basis Method For The Hamilton-Jacobi-Bellman Equation Within The European Union Emission Trading Scheme /  |r Steck, Sebastian / Urban, Karsten --  |t Index. 
520 |a 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-Ampère equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations. Contents From a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton-Jacobi-Bellman equations Improving policies for Hamilton-Jacobi-Bellman equations by postprocessing Viability approach to simulation of an adaptive controller Galerkin approximations for the optimal control of nonlinear delay differential equations Efficient higher order time discretization schemes for Hamilton-Jacobi-Bellman equations based on diagonally implicit symplectic Runge-Kutta methods Numerical solution of the simple Monge-Ampere equation with nonconvex Dirichlet data on nonconvex domains On the notion of boundary conditions in comparison principles for viscosity solutions Boundary mesh refinement for semi-Lagrangian schemes A reduced basis method for the Hamilton-Jacobi-Bellman equation within the European Union Emission Trading Scheme. 
588 0 |a Online resource; title from digital title page (viewed on October 03, 2018). 
546 |a In English. 
590 |a eBooks on EBSCOhost  |b EBSCO eBook Subscription Academic Collection - Worldwide 
650 0 |a Hamilton-Jacobi equations. 
650 0 |a Differential equations, Partial. 
650 0 |a Control theory. 
650 6 |a Équations de Hamilton-Jacobi. 
650 6 |a Équations aux dérivées partielles. 
650 6 |a Théorie de la commande. 
650 7 |a MATHEMATICS  |x Calculus.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Mathematical Analysis.  |2 bisacsh 
650 7 |a CONTROL THEORY.  |2 cct 
650 7 |a Control theory.  |2 fast  |0 (OCoLC)fst00877085 
650 7 |a Differential equations, Partial.  |2 fast  |0 (OCoLC)fst00893484 
650 7 |a Hamilton-Jacobi equations.  |2 fast  |0 (OCoLC)fst00950768 
700 1 |a Kalise, Dante,  |e editor. 
700 1 |a Rao, Zhiping,  |d 1986-  |e editor. 
700 1 |a Kunisch, K.  |q (Karl),  |d 1952-  |e editor. 
776 0 8 |i Print version:  |t Hamilton-Jacobi-Bellman equations.  |d Berlin ; Boston : De Gruyter, [2018]  |z 9783110542639  |w (DLC) 2018023816 
830 0 |a Radon series on computational and applied mathematics ;  |v 21. 
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938 |a De Gruyter  |b DEGR  |n 9783110543599 
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