Hamilton-Jacobi-Bellman Equations (English, Dante Kalise | Karl Kunisch | Zhiping Rao)
by Dante Kalise | Karl Kunisch | Zhiping Rao
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About the Book
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, bou…
ISBN: 9783110542639
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