Results on Infinite Dimensional Hamilton-Jacobi Equations
Author: Siu Pang Yung
Publisher:
Published: 1991
Total Pages: 328
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: Siu Pang Yung
Publisher:
Published: 1991
Total Pages: 328
ISBN-13:
DOWNLOAD EBOOKAuthor: Giuseppe Da Prato
Publisher: Cambridge University Press
Published: 2014-04-17
Total Pages: 513
ISBN-13: 1107055849
DOWNLOAD EBOOKUpdates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Author: Giorgio Fabbri
Publisher: Springer
Published: 2017-06-22
Total Pages: 928
ISBN-13: 3319530674
DOWNLOAD EBOOKProviding an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Author: Shui-Nee Chow
Publisher: Springer Science & Business Media
Published: 2013-06-29
Total Pages: 509
ISBN-13: 3642864589
DOWNLOAD EBOOKThe 1986 NATO Advanced Study Insti tute on Dynamics of Infini te Dimensional Systems was held at the Instituto Superior Tecnico. Lisbon. Portugal. In recent years. there have been several research workers who have been considering partial differential equations and functional differential equations as dynamical systems on function spaces. Such approaches have led to the formulation of more theoretical problems that need to be investigated. In the applications. the theoretical ideas have contributed significantly to a better understanding of phenomena that have been experimentally and computationally observed. The investigators of this development come wi th several different backgrounds - some from classical partial differential equations. some from classical ordinary differential equations and some interested in specific applications. Each group has special ideas and often these ideas have not been transmitted from one group to another. The purpose of this NATO Workshop was to bring together research workers from these various areas. It provided asoundboard for the impact of the ideas of each respective discipline. We believe that goal was accomplished. but time will be a better judge. We have included the list of participants at the workshop. with most of these giving a presentation. Although the proceedings do not include all of the presentations. it is a good representative sampie. We wish to express our gratitude to NATO. and.to Dr. M. di Lullo of NATO. who unfortunately did not live to see the completion of this project.
Author: Martino Bardi
Publisher: Springer Science & Business Media
Published: 2009-05-21
Total Pages: 588
ISBN-13: 0817647554
DOWNLOAD EBOOKThis 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.
Author: Barbu
Publisher: Academic Press
Published: 1992-11-26
Total Pages: 490
ISBN-13: 0080958761
DOWNLOAD EBOOKAnalysis and Control of Nonlinear Infinite Dimensional Systems
Author: Xungjing Li
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 462
ISBN-13: 1461242606
DOWNLOAD EBOOKInfinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.
Author: Hector O. Fattorini
Publisher: Cambridge University Press
Published: 1999-03-28
Total Pages: 828
ISBN-13: 9780521451253
DOWNLOAD EBOOKTreats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.
Author: Piermarco Cannarsa
Publisher: Springer Science & Business Media
Published: 2004-09-14
Total Pages: 311
ISBN-13: 0817643362
DOWNLOAD EBOOK* 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
Author: Hung V. Tran
Publisher:
Published: 2021
Total Pages:
ISBN-13: 9781470465544
DOWNLOAD EBOOKThis 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.