Skip to main content
Birkhäuser
Book cover

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

  • Book
  • © 1997

Overview

  • An affordable new softcover edition of a bestselling text
  • Replete with exercises
  • Comprehensive bibliography contains over 530 references
  • For a broad audience of graduate students and researchers in mathematics, engineering, and optimal control
  • May be used as a textbook in a graduate course on optimal control theory

Part of the book series: Modern Birkhäuser Classics (MBC)

This is a preview of subscription content, log in via an institution to check access.

Access this book

eBook USD 119.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 159.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (8 chapters)

Keywords

About this book

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 optimization problems. The leading theme of this book is a description of the implementation of the viscosity solutions approach to a number of significant model problems in op- real deterministic control and differential games. We have tried to emphasize the advantages offered by this approach in establishing the well-posedness of the c- responding Hamilton-Jacobi equations and to point out its role (when combined with various techniques from optimal control theory and nonsmooth analysis) in the important issue of feedback synthesis.

Reviews

"The exposition is self-contained, clearly written and mathematically precise. The exercises and open problems…will stimulate research in the field. The rich bibliography (over 530 titles) and the historical notes provide a useful guide to the area. The book may be used by graduate students and researchers in control theory both as an introductory textbook, and as an up-to-date reference book." —Mathematical Reviews

"The work is self-contained and is written in an accessible style with discussions of difficult questions on simplified model problems, with useful sections of bibliographical and historical notes and rich sets of proposed exercises at the end of each section. It may be easily used for graduate courses on various topics in control theory. We recommend it to both students and researchers interested in this area of applied mathematics."   —Revue Roumaine de Mathématiques Pures et Appliquées

"The minimal mathematical background...the detailed and clear proofs, the elegant style of presentation, and the sets of proposed exercises at the end of each section recommend this book, in the first place, as a lecture course for graduate students and as a manual for beginners in the field. However, this status is largely extended by the presence of many advanced topics and results by the fairly comprehensive and up-to-date bibliography and, particularly, by the very pertinent historical and bibliographical comments at the end of each chapter. In my oppinion, this book is yet another remarkable outcome of the brilliant Italian School of Mathematics."   —Zentralblatt MATH

"The book is based on some lecture notes taught by the authors at several universities...and selected parts of it can be used for graduate courses in optimal control. But it can be also used as a reference text for researchers (mathematicians and engineers)... In writing thisbook, the authors lend a great service to the mathematical community providing an accessible and rigorous treatment of a difficult subject."   —Acta Applicandae Mathematicae

"The book originated from the lecture notes of courses taught by the authors, which is reflected in the style of presentation. Each chapter is enriched with a section of bibliographical and historical notes. The book can be recommended to specialists in PDEs, control theory, differential games, and related topics."   —Mathematica Bohemica

"As an outgrowth of lecture notes, this monograph purports to introduce and pursue the concept of viscosity solutions of the Hamilton-Jacobo-Bellman equations. It does so requiring but a relative modicum of mathematical knowledge... The book is written in a largely self-contained manner. In addition to bibliographical notes, exercises are provided as well."   —Monatshefte für Mathematik

"With an excellent printing and clear structure (including an extensive subject and symbol registry) the book offers a deep insight into the praxis and theory of optimal control for the mathematically skilled reader. All sections close with suggestions for exercises exciting to self control and active collaboration. Finally, with more than 500 cited references, an overview on the history and the main works of this modern mathematical discipline is given." —ZAA

Authors and Affiliations

  • Dipartimento di Matematica P. ed A., Università di Padova, Padova, Italy

    Martino Bardi

  • Dipartimento di Matematica, Università di Roma “La Sapienza”, Roma, Italy

    Italo Capuzzo-Dolcetta

Bibliographic Information

  • Book Title: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

  • Authors: Martino Bardi, Italo Capuzzo-Dolcetta

  • Series Title: Modern Birkhäuser Classics

  • DOI: https://doi.org/10.1007/978-0-8176-4755-1

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1997

  • Softcover ISBN: 978-0-8176-4754-4Published: 11 January 2008

  • eBook ISBN: 978-0-8176-4755-1Published: 21 May 2009

  • Series ISSN: 2197-1803

  • Series E-ISSN: 2197-1811

  • Edition Number: 1

  • Number of Pages: XVII, 574

  • Number of Illustrations: 16 b/w illustrations

  • Additional Information: Originally published in the series: Systems & Control: Foundations & Applications

  • Topics: Systems Theory, Control, Optimization, Partial Differential Equations

Publish with us