Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations by Martino Bardi, Italo Capuzzo-Dolcetta.
This book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games, as it developed after the beginning of the 1980s...
Full description
Saved in: