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Hamilton-Jacobi-Bellman Equations: Numerical Methods and Applications in Optimal Control: 21 (Radon Series on Computational and Applied Mathematics, 21) - Hardcover
Synopsis
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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About the Author
Dante Kalise and Zhiping Rao, Radon Institute, Austria; Karl Kunisch, University of Graz and Radon Institute, Austria.
"About this title" may belong to another edition of this title.
- PublisherDe Gruyter
- Publication date2018
- ISBN 10 3110542633
- ISBN 13 9783110542639
- BindingHardcover
- LanguageEnglish
- Number of pages197
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Hamilton-Jacobi-Bellman Equations : Numerical Methods and Applications in Optimal Control
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783110542639
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Hamilton-Jacobi-Bellman Equations: Numerical Methods and Applications in Optimal Control (Radon Series on Computational and Applied Mathematics, 21)
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 210 pp. Englisch. Seller Inventory # 9783110542639
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Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.ContentsFrom a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton¿Jacobi¿Bellman equationsImproving policies for Hamilton¿Jacobi¿Bellman equations by postprocessingViability approach to simulation of an adaptive controllerGalerkin approximations for the optimal control of nonlinear delay differential equationsEfficient higher order time discretization schemes for Hamilton¿Jacobi¿Bellman equations based on diagonally implicit symplectic Runge¿Kutta methodsNumerical solution of the simple Monge¿Ampere equation with nonconvex Dirichlet data on nonconvex domainsOn the notion of boundary conditions in comparison principles for viscosity solutionsBoundary mesh refinement for semi-Lagrangian schemesA reduced basis method for the Hamilton¿Jacobi¿Bellman equation within the European Union Emission Trading SchemeWalter de Gruyter, Genthiner Straße 13, 10785 Berlin 210 pp. Englisch. Seller Inventory # 9783110542639
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