Generalized Solutions of Hamilton-Jacobi Equations

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Publisher : Pitman Publishing
ISBN 13 :
Total Pages : 332 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Generalized Solutions of Hamilton-Jacobi Equations by : Pierre-Louis Lions

Download or read book Generalized Solutions of Hamilton-Jacobi Equations written by Pierre-Louis Lions and published by Pitman Publishing. This book was released on 1982 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a complete and self-contained treatment of Hamilton-Jacobi equations. The author gives a new presentation of classical methods and of the relations between Hamilton-Jacobi equations and other fields. This complete treatment of both classical and recent aspects of the subject is presented in such a way that it requires only elementary notions of analysis and partial differential equations.

Generalized Solutions of First Order PDEs

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Publisher : Springer Science & Business Media
ISBN 13 : 1461208475
Total Pages : 324 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Generalized Solutions of First Order PDEs by : Andrei I. Subbotin

Download or read book Generalized Solutions of First Order PDEs written by Andrei I. Subbotin and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hamilton-Jacobi equations and other types of partial differential equa tions of the first order are dealt with in many branches of mathematics, mechanics, and physics. These equations are usually nonlinear, and func tions vital for the considered problems are not smooth enough to satisfy these equations in the classical sense. An example of such a situation can be provided by the value function of a differential game or an optimal control problem. It is known that at the points of differentiability this function satisfies the corresponding Hamilton-Jacobi-Isaacs-Bellman equation. On the other hand, it is well known that the value function is as a rule not everywhere differentiable and therefore is not a classical global solution. Thus in this case, as in many others where first-order PDE's are used, there arises necessity to introduce a notion of generalized solution and to develop theory and methods for constructing these solutions. In the 50s-70s, problems that involve nonsmooth solutions of first order PDE's were considered by Bakhvalov, Evans, Fleming, Gel'fand, Godunov, Hopf, Kuznetzov, Ladyzhenskaya, Lax, Oleinik, Rozhdestven ski1, Samarskii, Tikhonov, and other mathematicians. Among the inves tigations of this period we should mention the results of S.N. Kruzhkov, which were obtained for Hamilton-Jacobi equation with convex Hamilto nian. A review of the investigations of this period is beyond the limits of the present book. A sufficiently complete bibliography can be found in [58, 126, 128, 141].

Hamilton-Jacobi Equations

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Publisher :
ISBN 13 : 9781470465544
Total Pages : pages
Book Rating : 4.4/5 (655 download)

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Book Synopsis Hamilton-Jacobi Equations by : Hung V. Tran

Download or read book Hamilton-Jacobi Equations written by Hung V. Tran and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an extensive survey of many important topics in the theory of Hamilton–Jacobi equations with particular emphasis on modern approaches and viewpoints. Firstly, the basic well-posedness theory of viscosity solutions for first-order Hamilton–Jacobi equations is covered. Then, the homogenization theory, a very active research topic since the late 1980s but not covered in any standard textbook, is discussed in depth. Afterwards, dynamical properties of solutions, the Aubry–Mather theory, and weak Kolmogorov–Arnold–Moser (KAM) theory are studied. Both dynamical and PDE approaches are introduced to investigate these theories. Connections between homogenization, dynamical aspects, and the optimal rate of convergence in homogenization theory are given as well. The book is self-contained and is useful for a course or for references. It can also serve as a gentle introductory reference to the homogenization theory.

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

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Publisher : Springer Science & Business Media
ISBN 13 : 0817647554
Total Pages : 588 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations by : Martino Bardi

Download or read book Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2009-05-21 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.

Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

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Publisher : Springer Science & Business Media
ISBN 13 : 081764413X
Total Pages : 304 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control by : Piermarco Cannarsa

Download or read book Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control written by Piermarco Cannarsa and published by Springer Science & Business Media. This book was released on 2007-12-31 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: * A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems, by leading experts in the field * A central role in the present work is reserved for the study of singularities * Graduate students and researchers in optimal control, the calculus of variations, and PDEs will find this book useful as a reference work on modern dynamic programming for nonlinear control systems

Variational Calculus, Optimal Control and Applications

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Publisher : Birkhäuser
ISBN 13 : 3034888023
Total Pages : 354 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Variational Calculus, Optimal Control and Applications by : Leonhard Bittner

Download or read book Variational Calculus, Optimal Control and Applications written by Leonhard Bittner and published by Birkhäuser. This book was released on 2012-12-06 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 12th conference on "Variational Calculus, Optimal Control and Applications" took place September 23-27, 1996, in Trassenheide on the Baltic Sea island of Use dom. Seventy mathematicians from ten countries participated. The preceding eleven conferences, too, were held in places of natural beauty throughout West Pomerania; the first time, in 1972, in Zinnowitz, which is in the immediate area of Trassenheide. The conferences were founded, and led ten times, by Professor Bittner (Greifswald) and Professor KlCitzler (Leipzig), who both celebrated their 65th birthdays in 1996. The 12th conference in Trassenheide, was, therefore, also dedicated to L. Bittner and R. Klotzler. Both scientists made a lasting impression on control theory in the former GDR. Originally, the conferences served to promote the exchange of research results. In the first years, most of the lectures were theoretical, but in the last few conferences practical applications have been given more attention. Besides their pioneering theoretical works, both honorees have also always dealt with applications problems. L. Bittner has, for example, examined optimal control of nuclear reactors and associated safety aspects. Since 1992 he has been working on applications in optimal control in flight dynamics. R. Klotzler recently applied his results on optimal autobahn planning to the south tangent in Leipzig. The contributions published in these proceedings reflect the trend to practical problems; starting points are often questions from flight dynamics.

Stochastic and Differential Games

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Publisher : Springer Science & Business Media
ISBN 13 : 1461215927
Total Pages : 388 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Stochastic and Differential Games by : Martino Bardi

Download or read book Stochastic and Differential Games written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.

Calculus of Variations and Optimal Control Theory

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Publisher : Princeton University Press
ISBN 13 : 0691151873
Total Pages : 255 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Calculus of Variations and Optimal Control Theory by : Daniel Liberzon

Download or read book Calculus of Variations and Optimal Control Theory written by Daniel Liberzon and published by Princeton University Press. This book was released on 2012 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control

The Characteristic Method and Its Generalizations for First-Order Nonlinear Partial Differential Equations

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Publisher : CRC Press
ISBN 13 : 9781584880165
Total Pages : 256 pages
Book Rating : 4.8/5 (81 download)

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Book Synopsis The Characteristic Method and Its Generalizations for First-Order Nonlinear Partial Differential Equations by : Tran Duc Van

Download or read book The Characteristic Method and Its Generalizations for First-Order Nonlinear Partial Differential Equations written by Tran Duc Van and published by CRC Press. This book was released on 1999-06-25 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite decades of research and progress in the theory of generalized solutions to first-order nonlinear partial differential equations, a gap between the local and the global theories remains: The Cauchy characteristic method yields the local theory of classical solutions. Historically, the global theory has principally depended on the vanishing viscosity method. The authors of this volume help bridge the gap between the local and global theories by using the characteristic method as a basis for setting a theoretical framework for the study of global generalized solutions. That is, they extend the smooth solutions obtained by the characteristic method. The authors offer material previously unpublished in book form, including treatments of the life span of classical solutions, the construction of singularities of generalized solutions, new existence and uniqueness theorems on minimax solutions, differential inequalities of Haar type and their application to the uniqueness of global, semi-classical solutions, and Hopf-type explicit formulas for global solutions. These subjects yield interesting relations between purely mathematical theory and the applications of first-order nonlinear PDEs. The Characteristic Method and Its Generalizations for First-Order Nonlinear Partial Differential Equations represents a comprehensive exposition of the authors' works over the last decade. The book is self-contained and assumes only basic measure theory, topology, and ordinary differential equations as prerequisites. With its innovative approach, new results, and many applications, it will prove valuable to mathematicians, physicists, and engineers and especially interesting to researchers in nonlinear PDEs, differential inequalities, multivalued analysis, differential games, and related topics in applied analysis.

Game Theory and Applications II

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Publisher : Nova Publishers
ISBN 13 : 9781560723905
Total Pages : 234 pages
Book Rating : 4.7/5 (239 download)

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Book Synopsis Game Theory and Applications II by : Leon Aganesovich Petrosi︠a︡n

Download or read book Game Theory and Applications II written by Leon Aganesovich Petrosi︠a︡n and published by Nova Publishers. This book was released on 1996 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: Game Theory & Applications Volume II

Frontiers of Dynamic Games

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Publisher : Springer Nature
ISBN 13 : 3030519414
Total Pages : 294 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Frontiers of Dynamic Games by : Leon A. Petrosyan

Download or read book Frontiers of Dynamic Games written by Leon A. Petrosyan and published by Springer Nature. This book was released on 2020-10-31 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book includes papers presented at the ISDG12-GTM2019 International Meeting on Game Theory, as a joint meeting of the 12th International ISDG Workshop and the 13th "International Conference on Game Theory and Management”, held in St. Petersburg in July 2019. The topics cover a wide range of game-theoretic models and include both theory and applications, including applications to management.

Hamilton-Jacobi Equation: A Global Approach

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Publisher : Academic Press
ISBN 13 : 0080956408
Total Pages : 146 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Hamilton-Jacobi Equation: A Global Approach by : Benton

Download or read book Hamilton-Jacobi Equation: A Global Approach written by Benton and published by Academic Press. This book was released on 1977-06-29 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hamilton-Jacobi Equation: A Global Approach

Applications of Functional Analysis in Mathematical Physics

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Publisher : Hassell Street Press
ISBN 13 : 9781014250032
Total Pages : 256 pages
Book Rating : 4.2/5 (5 download)

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Book Synopsis Applications of Functional Analysis in Mathematical Physics by : S L (Sergeĭ Lʹvovich) 190 Sobolev

Download or read book Applications of Functional Analysis in Mathematical Physics written by S L (Sergeĭ Lʹvovich) 190 Sobolev and published by Hassell Street Press. This book was released on 2021-09-09 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.

System Modeling and Optimization

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Publisher : Springer
ISBN 13 : 3319557955
Total Pages : 530 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis System Modeling and Optimization by : Lorena Bociu

Download or read book System Modeling and Optimization written by Lorena Bociu and published by Springer. This book was released on 2017-04-10 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of thoroughly refereed papers presented at the 27th IFIP TC 7 Conference on System Modeling and Optimization, held in Sophia Antipolis, France, in June/July 2015. The 48 revised papers were carefully reviewed and selected from numerous submissions. They cover the latest progress in their respective areas and encompass broad aspects of system modeling and optimiza-tion, such as modeling and analysis of systems governed by Partial Differential Equations (PDEs) or Ordinary Differential Equations (ODEs), control of PDEs/ODEs, nonlinear optimization, stochastic optimization, multi-objective optimization, combinatorial optimization, industrial applications, and numericsof PDEs.

Controlled Markov Processes and Viscosity Solutions

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Publisher : Springer Science & Business Media
ISBN 13 : 0387310711
Total Pages : 436 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Controlled Markov Processes and Viscosity Solutions by : Wendell H. Fleming

Download or read book Controlled Markov Processes and Viscosity Solutions written by Wendell H. Fleming and published by Springer Science & Business Media. This book was released on 2006-02-04 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Nonlinear Partial Differential Equations

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Publisher : American Mathematical Soc.
ISBN 13 : 0821811967
Total Pages : 323 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Nonlinear Partial Differential Equations by : Gui-Qiang Chen

Download or read book Nonlinear Partial Differential Equations written by Gui-Qiang Chen and published by American Mathematical Soc.. This book was released on 1999 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of original research papers and expository articles stemming from the scientific program of the Nonlinear PDE Emphasis Year held at Northwestern University (Evanston, IL) in March 1998. The book offers a cross-section of the most significant recent advances and current trends and directions in nonlinear partial differential equations and related topics. The book's contributions offer two perspectives. There are papers on general analytical treatment of the theory and papers on computational methods and applications originating from significant realistic mathematical models of natural phenomena. Also included are articles that bridge the gap between these two perspectives, seeking synergistic links between theory and modeling and computation. The volume offers direct insight into recent trends in PDEs. This volume is also available on the Web. Those who purchase the print edition can gain free access by going to www.ams.org/conm/.

Trends in Control Theory and Partial Differential Equations

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Publisher : Springer
ISBN 13 : 3030179494
Total Pages : 276 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Trends in Control Theory and Partial Differential Equations by : Fatiha Alabau-Boussouira

Download or read book Trends in Control Theory and Partial Differential Equations written by Fatiha Alabau-Boussouira and published by Springer. This book was released on 2019-07-04 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents cutting-edge contributions in the areas of control theory and partial differential equations. Over the decades, control theory has had deep and fruitful interactions with the theory of partial differential equations (PDEs). Well-known examples are the study of the generalized solutions of Hamilton-Jacobi-Bellman equations arising in deterministic and stochastic optimal control and the development of modern analytical tools to study the controllability of infinite dimensional systems governed by PDEs. In the present volume, leading experts provide an up-to-date overview of the connections between these two vast fields of mathematics. Topics addressed include regularity of the value function associated to finite dimensional control systems, controllability and observability for PDEs, and asymptotic analysis of multiagent systems. The book will be of interest for both researchers and graduate students working in these areas.