Hamilton-jacobi-bellman Equations: Numerical Methods and Applications in Optimal Control - Couverture rigide

Livre 20 sur 28: Radon Series on Computational and Applied Mathematics
 
9783110542639: Hamilton-jacobi-bellman Equations: Numerical Methods and Applications in Optimal Control
Couverture rigide
ISBN 10 : 3110542633 ISBN 13 : 9783110542639
Editeur : De Gruyter, 2018

Synopsis

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, boundary treatment in semi-Lagrangian schemes, reduced basis methods, comparison principles for viscosity solutions, max-plus methods, and the numerical approximation of Monge-Ampère equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations.

Contents
From a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton-Jacobi-Bellman equations
Improving policies for Hamilton-Jacobi-Bellman equations by postprocessing
Viability approach to simulation of an adaptive controller
Galerkin approximations for the optimal control of nonlinear delay differential equations
Efficient higher order time discretization schemes for Hamilton-Jacobi-Bellman equations based on diagonally implicit symplectic Runge-Kutta methods
Numerical solution of the simple Monge-Ampere equation with nonconvex Dirichlet data on nonconvex domains
On the notion of boundary conditions in comparison principles for viscosity solutions
Boundary mesh refinement for semi-Lagrangian schemes
A reduced basis method for the Hamilton-Jacobi-Bellman equation within the European Union Emission Trading Scheme

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Dante Kalise and Zhiping Rao, Radon Institute, Austria; Karl Kunisch, University of Graz and Radon Institute, Austria.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
De Gruyter
Date d'édition
2018
Langue
anglais
ISBN 10 
3110542633
ISBN 13 
9783110542639
Reliure
Relié
Nombre de pages
209
Éditeur
Kalise Dante, Kunisch Karl, Rao Zhiping
Coordonnées du fabricant
productsafety@degruyterbrill.com
productsafety@degruyterbrill.com

Theaterstraße 13
Göttingen
37073
Allemagne