Hamilton-Jacobi-Bellman Equations - Numerical Methods and Applications in Optimal Control (Hardcover)

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-Ampere 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

General

Imprint:	De Gruyter
Country of origin:	Germany
Series:	Radon Series on Computational and Applied Mathematics
Release date:	August 2018
First published:	2018
Editors:	Dante Kalise • Karl Kunisch • Zhiping Rao
Contributors:	Marianne Akian • Jan Blechschmidt • Nikolai D. Botkin • Max Jensen • Axel Kroener • Athena Picarelli • Iain Smears
Dimensions:	240 x 170 x 13mm (L x W x T)
Format:	Hardcover - Cloth over boards
Pages:	209
ISBN-13:	978-3-11-054263-9
Categories:	Books > Science & Mathematics > Mathematics > Numerical analysis Books > Science & Mathematics > Mathematics > Algebra > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Optimization > General Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	3-11-054263-3
Barcode:	9783110542639

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