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Type: BOOK - Published: 2004-09-14 - Publisher: Springer Science & Business Media

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* A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems,
Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control
Language: en
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* A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems,
Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations
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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
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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
OPTIMIZATION AND OPERATIONS RESEARCH – Volume III
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Optimization and Operations Research is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which i