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:
Hamilton-Jacobi equations.
Differential equations, Partial.
Control theory.
Équations de Hamilton-Jacobi.
Équations aux dérivées partielles.
Théorie de la commande.
MATHEMATICS > Calculus.
MATHEMATICS > Mathematical Analysis.
CONTROL THEORY.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Frontmatter
  • Preface / Kalise, Dante / Kunisch, Karl / Rao, Zhiping
  • Contents
  • List Of Contributing Authors
  • 1. From A Monotone Probabilistic Scheme To A Probabilistic Max-Plus Algorithm For Solving Hamilton-Jacobi-Bellman Equations / Akian, Marianne / Fodjo, Eric
  • 2. Improving Policies For Hamilton-Jacobi-Bellman Equations By Postprocessing / Blechschmidt, Jan / Herzog, Roland
  • 3. Viability Approach To Simulation Of An Adaptive Controller / Botkin, Nikolai D. / Diepolder, Johannes / Turova, Varvara L.
  • 4. Galerkin Approximations For The Optimal Control Of Nonlinear Delay Differential Equations / Chekroun, Mickaël D. / Kröner, Axel / Liu, Honghu
  • 5. Efficient Higher Order Time Discretization Schemes For Hamilton-Jacobi-Bellman Equations Based On Diagonally Implicit Symplectic Runge-Kutta Methods / Garcke, Jochen / Kalmykov, Ilja
  • 6. Numerical Solution Of The Simple Monge-Ampère Equation With Nonconvex Dirichlet Data On Nonconvex Domains / Jensen, Max
  • 7. On The Notion Of Boundary Conditions In Comparison Principles For Viscosity Solutions / Jensen, Max / Smears, Iain
  • 8. Boundary Mesh Refinement For Semi-Lagrangian Schemes / Picarelli, Athena / Reisinger, Christoph / Arto, Julen Rotaetxe
  • 9. A Reduced Basis Method For The Hamilton-Jacobi-Bellman Equation Within The European Union Emission Trading Scheme / Steck, Sebastian / Urban, Karsten
  • Index.

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