Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Martino BardiDipartimento di Matematica P. ed A., Università di Padova, Padova, ItalyItalo Capuzzo-DolcettaDipartimento di Matematica, Università di Roma “La Sapienza”, Roma, Italy
1997en
ABI
Аннотация
The purpose of the present book is to offer an up-to-date account of the theory of viscosity solutions of first order partial differential equations of Hamilton-Jacobi type and its applications to opt
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