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Type: BOOK - Published: 2004-09-14 - Publisher: Springer Science & Business Media
* A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems,
Language: en
Pages: 311
Pages: 311
Type: BOOK - Published: 2007-12-31 - Publisher: Springer Science & Business Media
* A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems,
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Type: BOOK - Published: 2014-01-31 - Publisher: SIAM
This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hami
Language: en
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Type: BOOK - Published: 2017-06-22 - Publisher: Springer
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in
Language: en
Pages: 438
Pages: 438
Type: BOOK - Published: 2009-02-09 - Publisher: EOLSS Publications
Optimization and Operations Research is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which i