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Hamilton-Jacobi-Bellman Equations : Numerical Methods and Applications in Optimal Control

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Title: Hamilton-Jacobi-Bellman Equations : Numerical Methods and Applications in Optimal Control
Description: 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
Authors: Dante Kalise, Karl Kunisch, Zhiping Rao
Resource Type: eBook.
Subjects: Control theory, Differential equations, Partial, Hamilton-Jacobi equations
Categories: MATHEMATICS / Numerical Analysis, MATHEMATICS / Applied, MATHEMATICS / Differential Equations / General, MATHEMATICS / Differential Equations / Partial, MATHEMATICS / Optimization
Database: eBook Collection (EBSCOhost)
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An: 1893673
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  Data: Hamilton-Jacobi-Bellman Equations : Numerical Methods and Applications in Optimal Control
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  Data: 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
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  Data: <searchLink fieldCode="AR" term="%22Dante+Kalise%22">Dante Kalise</searchLink><br /><searchLink fieldCode="AR" term="%22Karl+Kunisch%22">Karl Kunisch</searchLink><br /><searchLink fieldCode="AR" term="%22Zhiping+Rao%22">Zhiping Rao</searchLink>
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  Data: eBook.
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  Data: <searchLink fieldCode="DE" term="%22Control+theory%22">Control theory</searchLink><br /><searchLink fieldCode="DE" term="%22Differential+equations%2C+Partial%22">Differential equations, Partial</searchLink><br /><searchLink fieldCode="DE" term="%22Hamilton-Jacobi+equations%22">Hamilton-Jacobi equations</searchLink>
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RecordInfo BibRecord:
  BibEntity:
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      – Code: 515.353
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Control theory
        Type: general
      – SubjectFull: Differential equations, Partial
        Type: general
      – SubjectFull: Hamilton-Jacobi equations
        Type: general
    Titles:
      – TitleFull: Hamilton-Jacobi-Bellman Equations : Numerical Methods and Applications in Optimal Control
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Dante Kalise
      – PersonEntity:
          Name:
            NameFull: Karl Kunisch
      – PersonEntity:
          Name:
            NameFull: Zhiping Rao
      – PersonEntity:
          Name:
            NameFull: Dante Kalise
      – PersonEntity:
          Name:
            NameFull: Karl Kunisch
      – PersonEntity:
          Name:
            NameFull: Zhiping Rao
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      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2018
            – D: 21
              M: 09
              Type: profile
              Y: 2018
          Identifiers:
            – Type: isbn-print
              Value: 9783110542639
            – Type: isbn-electronic
              Value: 9783110542714
            – Type: isbn-electronic
              Value: 9783110543599
          Numbering:
            – Type: volume
              Value: 00021
          Titles:
            – TitleFull: Hamilton-Jacobi-Bellman Equations : Numerical Methods and Applications in Optimal Control
              Type: main
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