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Hamilton-Jacobi-Bellman Equations: Numerical Methods and Applications in Optimal Control
By Dante Kalise (Editor), Karl Kunisch (Editor), Zhiping Rao (Editor), Marianne Akian (Contribution by), Jan Blechschmidt (Contribution by), Nikolai D. Botkin (Contribution by), Max Jensen (Contribution by), Axel Kröner (Contribution by), Athena Picarelli (Contribution by), Iain Smears (Contribution by), Karsten Urban (Contribution by), Mickaël D. Chekroun (Contribution by), Roland Herzog (Contribution by), Ilja Kalmykov (Contribution by), Johannes Diepolder (Contribution by), Eric Fodjo (Contribution by), Honghu Liu (Contribution by), Christoph Reisinger (Contribution by), Julen Rotaetxe Arto (Contribution by), Sebastian Steck (Contribution by), Varvara L. Turova (Contribution by)
eBook
$194.99
By Dante Kalise (Editor), Karl Kunisch (Editor), Zhiping Rao (Editor), Marianne Akian (Contribution by), Jan Blechschmidt (Contribution by), Nikolai D. Botkin (Contribution by), Max Jensen (Contribution by), Axel Kröner (Contribution by), Athena Picarelli (Contribution by), Iain Smears (Contribution by), Karsten Urban (Contribution by), Mickaël D. Chekroun (Contribution by), Roland Herzog (Contribution by), Ilja Kalmykov (Contribution by), Johannes Diepolder (Contribution by), Eric Fodjo (Contribution by), Honghu Liu (Contribution by), Christoph Reisinger (Contribution by), Julen Rotaetxe Arto (Contribution by), Sebastian Steck (Contribution by), Varvara L. Turova (Contribution by)
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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, r...