wyszukanych pozycji: 3
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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
ISBN: 9780817647544 / Angielski / Miękka / 2008 / 596 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The purpose of the present book is to offer an up-to-date account of the theory of viscosity solutions of first order partial differential equations of Hamilton-Jacobi type and its applications to optimal deterministic control and differential games. The theory of viscosity solutions, initiated in the early 80's by the papers of M.G. Crandall and P.L. Lions CL81, CL83], M.G. Crandall, L.C. Evans and P.L. Lions CEL84] and P.L. Lions' influential monograph L82], provides an - tremely convenient PDE framework for dealing with the lack of smoothness of the value functions arising in dynamic...
The purpose of the present book is to offer an up-to-date account of the theory of viscosity solutions of first order partial differential equations o...
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cena:
540,99 zł |
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Recent Mathematical Methods in Dynamic Programming: Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
ISBN: 9783540152170 / Angielski / Miękka / 1985 / 204 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Springer Book Archives
Springer Book Archives
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cena:
135,06 zł |
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Viscosity Solutions and Applications: Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June, 12 - 20, 1995
ISBN: 9783540629108 / Angielski / Miękka / 1997 / 266 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of ...
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cena:
193,19 zł |