Hamilton-Jacobi-Bellman Equations and Optimal Control

  • Italo Capuzzo Dolcetta
Part of the International Series of Numerical Mathematics book series (ISNM, volume 124)


The aim of this paper is to offer a quick overview of some applications of the theory of viscosity solutions of Hamilton-Jacobi-Bellman equations connected to nonlinear optimal control problems.


Optimal Control Problem Viscosity Solution Infinite Horizon Viscosity Subsolution Dynamic Program Principle 
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© Springer Basel AG 1998

Authors and Affiliations

  • Italo Capuzzo Dolcetta
    • 1
  1. 1.Dipartimento di MatematicaUniversità di Roma “La Sapienza”RomaItaly

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