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Maximum principle and dynamic programming viscosity solution approach : from open-loop to closed-loop

Sun, Bing

eBook Birkhäuser <editore> 2025

Abstract

This book is concerned with optimal control problems of dynamical systems described by partial differential equations (PDEs). The content covers the theory and numerical algorithms, starting with open-loop control and ending with closed-loop control. It includes Pontryagin’s maximum principle and the Bellman dynamic programming principle based on the notion of viscosity solution. [...]
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Description *Maximum principle and dynamic programming viscosity solution approach : from open-loop to closed-loop / Bing Sun, Bao-Zhu Guo, Zhen-Zhen Tao. - Singapore : Birkhäuser, 2025. - 1 testo elettronico (XIII, 444 p. : ill.)
ISBN E-Book 9789819657391
Series Systems & control: foundations & applications
Author
Sun, Bing
Coauthor
Guo, Bao-Zhu
Tao, Zhenzhen
Subjects 49K15 - Optimality conditions for problems involving ordinary differential equations [MSC 2020]
49K20 - Optimality conditions for problems involving partial differential equations [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]
49M41 - PDE constrained optimization (numerical aspects) [MSC 2020]
49N35 - Optimal feedback synthesis [MSC 2020]
65N35 - Spectral, collocation and related methods for boundary value problems involving PDEs [MSC 2020]
Parole chiave Convergence
Dynamic programming approach
Numerical solutions
Optimal feedback control
PDE-constrained optimization
Viscosity Solution
Publication place Singapore
Publisher Birkhäuser <editore>
Publication year 2025
Thesaurus 49K15
49K20
49L25
49M41
49N35
65N35
Optimal feedback synthesis [MSC 2020]
Optimality conditions for problems involving ordinary differential equations [MSC 2020]
Optimality conditions for problems involving partial differential equations [MSC 2020]
PDE constrained optimization (numerical aspects) [MSC 2020]
Spectral, collocation and related methods for boundary value problems involving PDEs [MSC 2020]
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]