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Hamilton-Jacobi-Bellman Equations and Optimal Control

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

Abstract

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.

Keywords

Optimal Control Problem Viscosity Solution Infinite Horizon Viscosity Subsolution Dynamic Program Principle 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© 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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